-15.7%
TEAM vs DLR
+54.4%
-70.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | -22.2% | +0.3% | -22.6% | -22.3% |
| 30D | -28.1% | +1.2% | -29.3% | -28.4% |
| 3M | -2.2% | -4.8% | +2.6% | -1.3% |
| 6M | +62.2% | -6.1% | +68.4% | +63.4% |
| YTD | -8.4% | +19.3% | -27.7% | -17.7% |
| 1Y | -6.6% | +10.0% | -16.6% | -12.8% |
| 3Y | -15.7% | +53.8% | -69.5% | -36.9% |
| All | -15.7% | +54.4% | -70.1% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling