+614.2%
TEAM vs DG
+120.8%
+493.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -26.7% | +3.2% | -29.9% | -27.3% |
| 3M | -9.6% | +10.4% | -20.1% | -11.7% |
| 6M | +86.0% | +33.2% | +52.9% | +75.7% |
| YTD | -7.5% | +3.0% | -10.5% | -8.6% |
| 1Y | -1.4% | +31.2% | -32.6% | -7.0% |
| 3Y | -14.3% | +21.8% | -36.1% | -21.6% |
| 5Y | -66.3% | -35.0% | -31.3% | -62.8% |
| 10Y | +445.6% | +106.0% | +339.6% | +370.1% |
| All | +614.2% | +120.8% | +493.5% | +463.4% |
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