+13.7%
DT vs CAPR
-72.8%
+86.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.2% | -0.2% |
| 7D | -24.7% | +41.1% | -65.8% | -22.5% |
| 30D | -27.4% | +11.1% | -38.5% | -26.1% |
| 3M | -11.1% | +115.3% | -126.4% | -3.3% |
| 6M | +13.7% | -73.8% | +87.5% | +2.4% |
| All | +13.7% | -72.8% | +86.5% | +2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling