+0.7%
DT vs CAPR
+35.6%
-34.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -3.1% |
| 7D | -4.9% | -9.5% | +4.6% | -4.9% |
| 30D | +2.7% | +121.5% | -118.8% | +3.4% |
| 3M | +20.0% | -65.4% | +85.3% | +20.1% |
| 6M | +28.0% | -67.5% | +95.6% | +28.1% |
| YTD | +16.0% | -68.6% | +84.6% | +16.1% |
| 1Y | +0.7% | +42.7% | -42.0% | +1.9% |
| All | +0.7% | +35.6% | -34.9% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling