-53.8%
TEAM vs DRI
+70.3%
-124.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.8% | -5.1% | -6.0% |
| 7D | -5.7% | -1.2% | -4.4% | -5.0% |
| 30D | +18.3% | -0.4% | +18.7% | +18.0% |
| 3M | +80.2% | +9.5% | +70.7% | +70.1% |
| 6M | +111.0% | +6.5% | +104.5% | +100.2% |
| YTD | +8.8% | +18.4% | -9.6% | -5.1% |
| 1Y | +2.2% | +4.2% | -2.1% | -3.6% |
| 3Y | -14.6% | +57.1% | -71.7% | -43.4% |
| 5Y | -53.8% | +70.4% | -124.2% | -73.4% |
| All | -53.8% | +70.3% | -124.1% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling