-52.3%
TEAM vs DGX
+66.8%
-119.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | -5.2% | -0.9% | -4.3% | -5.0% |
| 30D | +15.8% | -1.2% | +16.9% | +16.1% |
| 3M | +101.5% | +15.8% | +85.7% | +92.3% |
| 6M | +138.2% | +18.2% | +120.0% | +125.3% |
| YTD | +10.8% | +37.2% | -26.4% | -1.9% |
| 1Y | +1.7% | +30.4% | -28.7% | -8.3% |
| 3Y | -16.0% | +96.7% | -112.7% | -41.6% |
| All | -52.3% | +66.8% | -119.1% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling