+4.1%
DT vs LUNR
+73.3%
-69.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.6% |
| 7D | -1.6% | -3.1% | +1.5% | -1.5% |
| 30D | +3.0% | -15.3% | +18.4% | +3.3% |
| 3M | +26.5% | -53.2% | +79.7% | +29.2% |
| 6M | +35.9% | -22.2% | +58.2% | +33.7% |
| YTD | +17.8% | -11.6% | +29.4% | +13.8% |
| 1Y | +4.1% | +68.4% | -64.4% | -7.3% |
| All | +4.1% | +73.3% | -69.3% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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