+87.8%
DT vs ROP
+38.3%
+49.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.5% |
| 7D | +3.1% | +0.7% | +2.4% | +2.6% |
| 30D | -29.5% | +28.8% | -58.3% | -41.4% |
| 3M | -11.7% | +21.1% | -32.8% | -23.5% |
| 6M | +29.0% | +52.5% | -23.5% | -6.0% |
| YTD | +3.4% | +8.9% | -5.5% | -4.6% |
| 1Y | -4.2% | +8.2% | -12.5% | -11.2% |
| 3Y | -12.8% | -5.2% | -7.7% | -12.4% |
| 5Y | -39.6% | +1.7% | -41.3% | -43.0% |
| All | +87.8% | +38.3% | +49.5% | +46.9% |
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