+802.8%
TEAM vs DG
+118.1%
+684.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.9% |
| 7D | -0.4% | +8.4% | -8.8% | -2.1% |
| 30D | +67.3% | +4.9% | +62.4% | +65.5% |
| 3M | +86.8% | +29.3% | +57.4% | +77.7% |
| 6M | +146.8% | -11.3% | +158.1% | +151.3% |
| YTD | +16.9% | +1.8% | +15.2% | +16.0% |
| 1Y | +12.8% | +25.3% | -12.5% | +7.3% |
| 3Y | -7.3% | +9.1% | -16.4% | -12.3% |
| 5Y | -50.7% | -34.9% | -15.8% | -45.5% |
| 10Y | +529.8% | +108.2% | +421.7% | +443.6% |
| All | +802.8% | +118.1% | +684.6% | +615.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling