+117.6%
DT vs ROL
+75.5%
+42.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.8% |
| 7D | -3.3% | -1.4% | -1.9% | -2.7% |
| 30D | +2.0% | -4.1% | +6.1% | +3.9% |
| 3M | +20.0% | -22.5% | +42.5% | +33.7% |
| 6M | +39.3% | -37.7% | +77.0% | +71.1% |
| YTD | +19.8% | -39.6% | +59.3% | +48.3% |
| 1Y | +4.3% | -36.0% | +40.3% | +24.8% |
| 3Y | +7.7% | -5.1% | +12.8% | +0.9% |
| 5Y | -26.8% | -3.4% | -23.5% | -34.4% |
| All | +117.6% | +75.5% | +42.1% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling