+6.2%
DT vs ROL
+1.0%
+5.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.8% |
| 7D | -4.9% | -3.4% | -1.4% | -4.4% |
| 30D | +2.7% | -6.9% | +9.6% | +3.7% |
| 3M | +20.0% | -24.6% | +44.6% | +24.5% |
| 6M | +28.0% | -39.5% | +67.6% | +37.8% |
| YTD | +16.0% | -41.1% | +57.1% | +25.2% |
| 1Y | +0.7% | -37.9% | +38.7% | +7.4% |
| 3Y | +6.2% | +0.8% | +5.4% | +3.9% |
| All | +6.2% | +1.0% | +5.2% | +3.9% |
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