+637.6%
TEAM vs DRI
+439.4%
+198.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -17.2% | +3.1% | -20.3% | -17.8% |
| 30D | -25.1% | +16.2% | -41.3% | -28.0% |
| 3M | +3.9% | +8.4% | -4.5% | +1.5% |
| 6M | +69.1% | +19.0% | +50.1% | +61.2% |
| YTD | -4.5% | +28.8% | -33.3% | -11.7% |
| 1Y | -1.9% | +33.1% | -35.0% | -10.2% |
| 3Y | -9.3% | +70.8% | -80.1% | -22.8% |
| 5Y | -65.2% | +74.2% | -139.4% | -70.7% |
| 10Y | +467.0% | +345.5% | +121.5% | +288.2% |
| All | +637.6% | +439.4% | +198.2% | +394.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling