-65.3%
TEAM vs DRI
+74.0%
-139.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.0% | -15.1% | -15.6% |
| 7D | -19.8% | +2.8% | -22.6% | -21.1% |
| 30D | -21.5% | +13.3% | -34.8% | -27.0% |
| 3M | +39.5% | +8.2% | +31.3% | +32.6% |
| 6M | +73.1% | +17.5% | +55.5% | +55.9% |
| YTD | -5.2% | +26.9% | -32.1% | -21.3% |
| 1Y | -1.6% | +31.6% | -33.1% | -20.6% |
| 3Y | -11.4% | +67.0% | -78.4% | -45.0% |
| All | -65.3% | +74.0% | -139.3% | -81.3% |
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