-12.0%
DT vs ROL
+3.4%
-15.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | -24.7% | +9.5% | -34.2% | -25.3% |
| 30D | -27.4% | +22.9% | -50.3% | -29.1% |
| 3M | -11.1% | +3.5% | -14.7% | -11.4% |
| 6M | +13.7% | -29.4% | +43.1% | +20.1% |
| YTD | +0.2% | -36.1% | +36.3% | +7.5% |
| 1Y | -5.7% | -34.4% | +28.7% | +0.4% |
| All | -12.0% | +3.4% | -15.3% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling