+746.4%
TEAM vs DGX
+328.5%
+417.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -4.7% | -2.2% | -2.4% | -3.9% |
| 30D | +17.0% | -0.9% | +17.9% | +17.4% |
| 3M | +85.9% | +15.6% | +70.3% | +75.5% |
| 6M | +116.7% | +17.8% | +98.9% | +102.2% |
| YTD | +9.6% | +37.5% | -27.8% | -4.7% |
| 1Y | -2.5% | +31.2% | -33.7% | -13.8% |
| 3Y | -14.0% | +96.6% | -110.6% | -38.4% |
| 5Y | -53.1% | +64.9% | -118.0% | -63.8% |
| 10Y | +502.9% | +254.6% | +248.3% | +189.8% |
| All | +746.4% | +328.5% | +417.8% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling