+82.3%
DT vs CAPR
+101.6%
-19.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.9% | +8.9% | -0.9% |
| 7D | -7.5% | +7.6% | -15.2% | -7.7% |
| 30D | -31.5% | +13.3% | -44.8% | -31.8% |
| 3M | -14.0% | +130.4% | -144.4% | -16.0% |
| 6M | +6.9% | -70.8% | +77.7% | +7.8% |
| YTD | +0.3% | -69.3% | +69.6% | +0.9% |
| 1Y | -6.9% | +59.5% | -66.4% | -15.9% |
| 3Y | -13.9% | +216.8% | -230.7% | -30.3% |
| 5Y | -39.9% | +152.7% | -192.6% | -52.3% |
| All | +82.3% | +101.6% | -19.2% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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