+625.2%
TEAM vs DE
+928.8%
-303.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.5% |
| 6M | +79.2% | +15.8% | +63.4% | +71.2% |
| YTD | -6.1% | +47.0% | -53.0% | -18.1% |
| 1Y | -2.1% | +42.8% | -44.9% | -13.9% |
| 3Y | -13.6% | +88.9% | -102.5% | -30.8% |
| 5Y | -65.8% | +101.9% | -167.7% | -73.3% |
| 10Y | +454.0% | +767.5% | -313.5% | +197.0% |
| All | +625.2% | +928.8% | -303.7% | +257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling