-2.5%
TEAM vs DRI
+3.0%
-5.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +0.6% |
| 7D | -4.7% | -4.8% | +0.2% | -5.2% |
| 30D | +17.0% | -3.9% | +21.0% | +16.5% |
| 3M | +85.9% | +5.1% | +80.8% | +86.8% |
| 6M | +116.7% | +5.5% | +111.1% | +118.5% |
| YTD | +9.6% | +16.5% | -6.8% | +8.7% |
| 1Y | -2.5% | +2.0% | -4.5% | -3.2% |
| All | -2.5% | +3.0% | -5.6% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling