-28.4%
DT vs ROK
+45.0%
-73.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +0.1% | -1.8% | +1.9% | +0.6% |
| 3M | +24.1% | -7.2% | +31.3% | +26.8% |
| 6M | +30.1% | +14.2% | +16.0% | +19.7% |
| YTD | +16.8% | +10.6% | +6.2% | +8.2% |
| 1Y | -0.1% | +25.9% | -26.0% | -13.6% |
| 3Y | +6.8% | +50.8% | -43.9% | -19.7% |
| 5Y | -28.4% | +47.0% | -75.4% | -47.6% |
| All | -28.4% | +45.0% | -73.4% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling