-13.9%
DT vs ROK
+64.8%
-78.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +1.2% |
| 7D | -5.4% | -8.5% | +3.1% | -3.5% |
| 30D | -32.2% | -6.4% | -25.8% | -31.2% |
| 3M | -10.9% | -8.8% | -2.1% | -9.1% |
| 6M | +10.0% | -10.5% | +20.5% | +12.0% |
| YTD | +2.1% | +5.4% | -3.3% | -1.9% |
| 1Y | -5.5% | +5.0% | -10.5% | -9.2% |
| All | -13.9% | +64.8% | -78.7% | -29.5% |
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