-43.0%
DT vs CAPR
+142.6%
-185.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.2% | -0.6% |
| 7D | -24.7% | +41.1% | -65.8% | -24.8% |
| 30D | -27.4% | +11.1% | -38.5% | -27.4% |
| 3M | -11.1% | +115.3% | -126.4% | -11.5% |
| 6M | +13.7% | -73.8% | +87.5% | +14.4% |
| YTD | +0.2% | -68.8% | +69.0% | +0.6% |
| 1Y | -5.7% | +43.3% | -49.0% | -9.0% |
| 3Y | -8.1% | +214.7% | -222.8% | -25.5% |
| All | -43.0% | +142.6% | -185.5% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling