-64.9%
TEAM vs DE
+100.1%
-165.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | -16.9% | +2.3% | -19.2% | -17.4% |
| 30D | -26.8% | +4.4% | -31.2% | -27.6% |
| 3M | -1.9% | +9.8% | -11.7% | -4.6% |
| 6M | +79.2% | +15.8% | +63.4% | +70.8% |
| YTD | -6.1% | +47.0% | -53.0% | -21.3% |
| 1Y | -2.1% | +42.8% | -44.9% | -17.0% |
| 3Y | -13.6% | +88.9% | -102.5% | -37.1% |
| All | -64.9% | +100.1% | -165.0% | -75.8% |
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