+454.5%
TEAM vs DG
+111.9%
+342.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -19.7% | -3.0% | -16.8% | -19.1% |
| 30D | -26.6% | +8.6% | -35.2% | -28.0% |
| 3M | -1.1% | +15.0% | -16.1% | -4.2% |
| 6M | +74.6% | +32.7% | +41.9% | +64.8% |
| YTD | -6.0% | +5.5% | -11.5% | -7.6% |
| 1Y | -3.2% | +34.6% | -37.8% | -9.4% |
| 3Y | -13.5% | +24.2% | -37.8% | -21.4% |
| 5Y | -65.5% | -32.3% | -33.2% | -61.7% |
| 10Y | +454.5% | +111.1% | +343.4% | +371.3% |
| All | +454.5% | +111.9% | +342.6% | +371.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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