-39.7%
DT vs ROK
+32.4%
-72.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +0.8% |
| 7D | -5.4% | -8.5% | +3.1% | -2.2% |
| 30D | -32.2% | -6.4% | -25.8% | -30.6% |
| 3M | -10.9% | -8.8% | -2.1% | -8.1% |
| 6M | +10.0% | -10.5% | +20.5% | +13.2% |
| YTD | +2.1% | +5.4% | -3.3% | -4.1% |
| 1Y | -5.5% | +5.0% | -10.5% | -11.2% |
| 3Y | -12.4% | +64.3% | -76.7% | -38.7% |
| 5Y | -39.7% | +34.0% | -73.7% | -54.4% |
| All | -39.7% | +32.4% | -72.1% | -54.4% |
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