+6.2%
DT vs ROK
+48.7%
-42.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.8% |
| 7D | -4.9% | +2.8% | -7.6% | -5.5% |
| 30D | +2.7% | -2.4% | +5.1% | +3.2% |
| 3M | +20.0% | -4.7% | +24.7% | +20.7% |
| 6M | +28.0% | +16.8% | +11.3% | +20.2% |
| YTD | +16.0% | +11.4% | +4.7% | +10.2% |
| 1Y | +0.7% | +26.2% | -25.4% | -8.9% |
| 3Y | +6.2% | +51.9% | -45.7% | -13.0% |
| All | +6.2% | +48.7% | -42.5% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling