-36.6%
DT vs CAPR
+172.3%
-208.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.7% | -0.2% |
| 7D | +3.1% | +5.9% | -2.8% | +3.1% |
| 30D | -29.5% | +44.6% | -74.2% | -29.6% |
| 3M | -11.7% | +126.4% | -138.1% | -12.1% |
| 6M | +29.0% | -68.6% | +97.6% | +29.6% |
| YTD | +3.4% | -67.0% | +70.3% | +3.7% |
| 1Y | -4.2% | +65.2% | -69.4% | -7.9% |
| 3Y | -12.8% | +235.6% | -248.4% | -29.2% |
| All | -36.6% | +172.3% | -208.9% | -53.0% |
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