-25.9%
DT vs LUNR
+54.8%
-80.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.7% | +5.3% | +0.7% |
| 7D | -0.5% | +0.5% | -1.1% | -0.5% |
| 30D | +0.1% | -5.3% | +5.4% | +0.1% |
| 3M | +24.1% | -45.6% | +69.7% | +24.8% |
| 6M | +30.1% | -17.4% | +47.5% | +29.9% |
| YTD | +16.8% | -7.9% | +24.7% | +16.2% |
| 1Y | -0.1% | +77.6% | -77.7% | -1.3% |
| 3Y | +6.8% | +247.4% | -240.6% | +6.1% |
| All | -25.9% | +54.8% | -80.7% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling