+117.6%
DT vs CAPR
+113.6%
+4.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -3.3% | -2.0% | -1.3% | -3.3% |
| 30D | +2.0% | +139.2% | -137.1% | -0.2% |
| 3M | +20.0% | -66.4% | +86.4% | +21.0% |
| 6M | +39.3% | -63.1% | +102.4% | +40.0% |
| YTD | +19.8% | -67.4% | +87.2% | +20.5% |
| 1Y | +4.3% | +58.2% | -54.0% | -5.7% |
| 3Y | +7.7% | +42.2% | -34.5% | -8.8% |
| 5Y | -26.8% | +87.3% | -114.1% | -40.8% |
| All | +117.6% | +113.6% | +4.0% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling