+115.6%
DT vs ROP
+11.7%
+103.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | -2.5% | -8.0% | +5.5% | +3.3% |
| 30D | +3.5% | -2.7% | +6.3% | +5.6% |
| 3M | +26.7% | +16.6% | +10.1% | +12.6% |
| 6M | +36.1% | +10.4% | +25.8% | +26.1% |
| YTD | +18.6% | -12.1% | +30.7% | +28.4% |
| 1Y | +7.9% | -23.6% | +31.5% | +28.9% |
| 3Y | +8.6% | -19.3% | +27.9% | +23.1% |
| 5Y | -26.7% | -15.4% | -11.3% | -20.4% |
| All | +115.6% | +11.7% | +103.9% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling