-53.8%
TEAM vs DD
+61.7%
-115.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.7% | -6.8% |
| 7D | -5.7% | -0.6% | -5.1% | -5.4% |
| 30D | +18.3% | -7.4% | +25.8% | +22.8% |
| 3M | +80.2% | -6.4% | +86.7% | +85.2% |
| 6M | +111.0% | -2.5% | +113.5% | +108.0% |
| YTD | +8.8% | +10.2% | -1.4% | -1.8% |
| 1Y | +2.2% | +36.9% | -34.8% | -20.7% |
| 3Y | -14.6% | +47.0% | -61.6% | -38.7% |
| 5Y | -53.8% | +63.1% | -116.9% | -67.3% |
| All | -53.8% | +61.7% | -115.5% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling