+452.0%
TEAM vs DRI
+330.2%
+121.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -16.9% | -0.3% | -16.6% | -16.8% |
| 30D | -26.8% | +10.8% | -37.6% | -28.7% |
| 3M | -1.9% | +0.9% | -2.8% | -2.4% |
| 6M | +79.2% | +16.3% | +62.8% | +71.8% |
| YTD | -6.1% | +27.8% | -33.9% | -13.0% |
| 1Y | -2.1% | +33.9% | -35.9% | -10.5% |
| 3Y | -13.6% | +67.2% | -80.8% | -26.0% |
| 5Y | -65.8% | +79.0% | -144.8% | -71.3% |
| All | +452.0% | +330.2% | +121.8% | +304.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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