+115.6%
DT vs ROK
+198.3%
-82.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.1% |
| 7D | -2.5% | -1.6% | -0.9% | -1.9% |
| 30D | +3.5% | -5.4% | +9.0% | +6.0% |
| 3M | +26.7% | -4.0% | +30.7% | +27.7% |
| 6M | +36.1% | +13.3% | +22.8% | +25.3% |
| YTD | +18.6% | +9.3% | +9.3% | +10.3% |
| 1Y | +7.9% | +25.8% | -17.9% | -6.9% |
| 3Y | +8.6% | +49.1% | -40.5% | -17.7% |
| 5Y | -26.7% | +45.9% | -72.5% | -45.4% |
| All | +115.6% | +198.3% | -82.7% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling