-8.1%
DT vs ROP
-3.5%
-4.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.9% |
| 7D | -24.7% | +2.1% | -26.8% | -25.6% |
| 30D | -27.4% | +32.9% | -60.3% | -38.4% |
| 3M | -11.1% | +20.3% | -31.4% | -20.1% |
| 6M | +13.7% | +36.8% | -23.1% | -6.2% |
| YTD | +0.2% | +8.1% | -7.9% | -5.2% |
| 1Y | -5.7% | +8.3% | -14.0% | -11.0% |
| 3Y | -8.1% | -3.2% | -4.9% | -10.0% |
| All | -8.1% | -3.5% | -4.6% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling