-52.7%
TEAM vs DE
+97.0%
-149.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -7.8% | -2.4% | -5.4% | -7.2% |
| 30D | +16.5% | +9.7% | +6.8% | +13.9% |
| 3M | +96.2% | +21.4% | +74.8% | +85.9% |
| 6M | +130.2% | +15.0% | +115.2% | +119.1% |
| YTD | +10.7% | +46.4% | -35.7% | -5.8% |
| 1Y | +3.0% | +45.6% | -42.6% | -12.5% |
| 3Y | -13.1% | +76.8% | -89.9% | -33.2% |
| 5Y | -52.7% | +99.4% | -152.2% | -65.9% |
| All | -52.7% | +97.0% | -149.7% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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