-5.9%
DT vs ROL
-32.4%
+26.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +1.4% |
| 7D | -20.2% | +7.5% | -27.8% | -19.6% |
| 30D | -30.8% | +21.1% | -51.9% | -30.1% |
| 3M | -10.2% | +3.1% | -13.4% | -9.5% |
| 6M | +8.0% | -27.4% | +35.5% | +8.9% |
| YTD | +1.5% | -34.7% | +36.2% | +2.7% |
| All | -5.9% | -32.4% | +26.5% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling