+117.6%
DT vs ROP
+17.1%
+100.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +1.9% | +0.9% |
| 7D | -3.3% | -4.4% | +1.1% | -0.1% |
| 30D | +2.0% | +3.2% | -1.2% | -0.2% |
| 3M | +20.0% | +23.1% | -3.1% | +2.6% |
| 6M | +39.3% | +13.3% | +26.0% | +26.7% |
| YTD | +19.8% | -7.9% | +27.6% | +25.4% |
| 1Y | +4.3% | -22.1% | +26.3% | +22.9% |
| 3Y | +7.7% | -16.8% | +24.5% | +19.6% |
| 5Y | -26.8% | -13.5% | -13.3% | -21.8% |
| All | +117.6% | +17.1% | +100.5% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling