-28.1%
DT vs ROP
-14.2%
-13.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -1.1% |
| 7D | -4.9% | -5.4% | +0.6% | -1.0% |
| 30D | +2.7% | -1.6% | +4.3% | +3.9% |
| 3M | +20.0% | +18.8% | +1.1% | +4.9% |
| 6M | +28.0% | +8.2% | +19.8% | +20.1% |
| YTD | +16.0% | -10.5% | +26.5% | +24.6% |
| 1Y | +0.7% | -23.7% | +24.5% | +21.9% |
| 3Y | +6.2% | -17.9% | +24.0% | +18.2% |
| 5Y | -28.1% | -15.3% | -12.8% | -23.8% |
| All | -28.1% | -14.2% | -13.9% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling