-16.1%
TEAM vs DGX
+93.2%
-109.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.9% | +1.0% |
| 7D | -7.8% | -3.5% | -4.3% | -7.8% |
| 30D | +16.5% | -2.7% | +19.2% | +16.5% |
| 3M | +96.2% | +13.9% | +82.3% | +96.4% |
| 6M | +130.2% | +16.0% | +114.2% | +130.9% |
| YTD | +10.7% | +34.9% | -24.2% | +9.4% |
| 1Y | +3.0% | +30.6% | -27.6% | +2.1% |
| All | -16.1% | +93.2% | -109.3% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling