+454.5%
TEAM vs DLR
+188.5%
+266.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.5% |
| 7D | -19.7% | -2.0% | -17.7% | -19.0% |
| 30D | -26.6% | +0.5% | -27.2% | -26.9% |
| 3M | -1.1% | -4.4% | +3.4% | +0.2% |
| 6M | +74.6% | -6.4% | +81.0% | +76.9% |
| YTD | -6.0% | +19.5% | -25.5% | -16.8% |
| 1Y | -3.2% | +10.5% | -13.8% | -11.0% |
| 3Y | -13.5% | +54.0% | -67.5% | -34.4% |
| 5Y | -65.5% | +39.7% | -105.2% | -73.1% |
| 10Y | +454.5% | +189.5% | +265.0% | +259.1% |
| All | +454.5% | +188.5% | +266.0% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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