+110.9%
DT vs CAPR
+105.9%
+5.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -3.0% |
| 7D | -4.9% | -9.5% | +4.6% | -4.7% |
| 30D | +2.7% | +121.5% | -118.8% | +0.6% |
| 3M | +20.0% | -65.4% | +85.3% | +20.9% |
| 6M | +28.0% | -67.5% | +95.6% | +29.0% |
| YTD | +16.0% | -68.6% | +84.6% | +16.9% |
| 1Y | +0.7% | +42.7% | -42.0% | -8.4% |
| 3Y | +6.2% | +43.4% | -37.2% | -10.3% |
| 5Y | -28.1% | +86.0% | -114.2% | -41.9% |
| All | +110.9% | +105.9% | +5.0% | +27.8% |
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