+488.0%
TEAM vs DD
+67.8%
+420.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.6% |
| 7D | -4.7% | -3.8% | -0.9% | -3.5% |
| 30D | +17.0% | -9.2% | +26.3% | +20.7% |
| 3M | +85.9% | -9.0% | +94.9% | +91.0% |
| 6M | +116.7% | -5.0% | +121.6% | +117.0% |
| YTD | +9.6% | +7.4% | +2.2% | +4.4% |
| 1Y | -2.5% | +35.1% | -37.7% | -15.2% |
| 3Y | -14.0% | +43.2% | -57.2% | -27.5% |
| 5Y | -53.1% | +59.6% | -112.7% | -61.7% |
| All | +488.0% | +67.8% | +420.2% | +336.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling