+494.4%
TEAM vs DGX
+255.3%
+239.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -5.2% | -0.9% | -4.3% | -4.9% |
| 30D | +15.8% | -1.2% | +16.9% | +16.2% |
| 3M | +101.5% | +15.8% | +85.7% | +90.7% |
| 6M | +138.2% | +18.2% | +120.0% | +123.0% |
| YTD | +10.8% | +37.2% | -26.4% | -2.8% |
| 1Y | +1.7% | +30.4% | -28.7% | -9.2% |
| 3Y | -16.0% | +96.7% | -112.7% | -38.7% |
| 5Y | -52.7% | +67.2% | -119.9% | -63.1% |
| All | +494.4% | +255.3% | +239.1% | +241.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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