+84.4%
DT vs ROL
+89.6%
-5.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.4% |
| 7D | -20.2% | +7.5% | -27.8% | -22.9% |
| 30D | -30.8% | +21.1% | -51.9% | -36.6% |
| 3M | -10.2% | +3.1% | -13.4% | -12.2% |
| 6M | +8.0% | -27.4% | +35.5% | +23.2% |
| YTD | +1.5% | -34.7% | +36.2% | +20.5% |
| 1Y | -6.9% | -32.9% | +26.1% | +8.9% |
| 3Y | -10.9% | +6.1% | -17.0% | -21.0% |
| 5Y | -42.2% | +16.3% | -58.5% | -53.7% |
| All | +84.4% | +89.6% | -5.3% | -6.9% |
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 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