+5.3%
DT vs LUNR
+228.4%
-223.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.6% |
| 3M | +26.5% | -53.2% | +79.7% | +30.0% |
| 6M | +35.9% | -22.2% | +58.2% | +35.1% |
| YTD | +17.8% | -11.6% | +29.4% | +15.6% |
| 1Y | +4.1% | +68.4% | -64.4% | -1.7% |
| 3Y | +5.3% | +216.8% | -211.5% | +7.0% |
| All | +5.3% | +228.4% | -223.1% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling