-42.9%
DT vs ROL
+13.6%
-56.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | -24.7% | +9.5% | -34.2% | -26.5% |
| 30D | -27.4% | +22.9% | -50.3% | -31.4% |
| 3M | -11.1% | +3.5% | -14.7% | -12.2% |
| 6M | +13.7% | -29.4% | +43.1% | +25.1% |
| YTD | +0.2% | -36.1% | +36.3% | +13.1% |
| 1Y | -5.7% | -34.4% | +28.7% | +5.3% |
| 3Y | -8.1% | +4.0% | -12.1% | -15.9% |
| All | -42.9% | +13.6% | -56.5% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling