-6.9%
DT vs CAPR
+47.8%
-54.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.9% | +8.9% | -1.2% |
| 7D | -7.5% | +7.6% | -15.2% | -7.5% |
| 30D | -31.5% | +13.3% | -44.8% | -31.4% |
| 3M | -14.0% | +130.4% | -144.4% | -13.2% |
| 6M | +6.9% | -70.8% | +77.7% | +7.0% |
| YTD | +0.3% | -69.3% | +69.6% | +0.5% |
| 1Y | -6.9% | +59.5% | -66.4% | -5.8% |
| All | -6.9% | +47.8% | -54.7% | -5.8% |
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 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