-28.1%
DT vs ROL
-2.9%
-25.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.3% |
| 7D | -4.9% | -3.4% | -1.4% | -3.8% |
| 30D | +2.7% | -6.9% | +9.6% | +5.0% |
| 3M | +20.0% | -24.6% | +44.6% | +30.6% |
| 6M | +28.0% | -39.5% | +67.6% | +49.9% |
| YTD | +16.0% | -41.1% | +57.1% | +36.4% |
| 1Y | +0.7% | -37.9% | +38.7% | +15.7% |
| 3Y | +6.2% | +0.8% | +5.4% | -3.6% |
| 5Y | -28.1% | -4.7% | -23.5% | -34.1% |
| All | -28.1% | -2.9% | -25.3% | -34.1% |
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