+82.3%
DT vs ROP
+36.7%
+45.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.5% |
| 7D | -7.5% | +0.2% | -7.7% | -7.8% |
| 30D | -31.5% | +30.3% | -61.8% | -43.6% |
| 3M | -14.0% | +17.8% | -31.8% | -24.1% |
| 6M | +6.9% | +38.9% | -32.0% | -16.7% |
| YTD | +0.3% | +7.6% | -7.3% | -6.6% |
| 1Y | -6.9% | +6.5% | -13.4% | -12.8% |
| 3Y | -13.9% | -6.3% | -7.6% | -12.8% |
| 5Y | -39.9% | +0.9% | -40.8% | -43.0% |
| All | +82.3% | +36.7% | +45.6% | +43.7% |
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