-8.1%
DT vs RRC
+36.3%
-44.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.1% |
| 7D | -24.7% | -10.8% | -13.9% | -23.3% |
| 30D | -27.4% | +22.3% | -49.7% | -29.8% |
| 3M | -11.1% | +26.6% | -37.7% | -14.7% |
| 6M | +13.7% | +18.9% | -5.2% | +10.1% |
| YTD | +0.2% | +39.2% | -39.0% | -6.5% |
| 1Y | -5.7% | +34.0% | -39.6% | -11.5% |
| 3Y | -8.1% | +42.0% | -50.1% | -16.0% |
| All | -8.1% | +36.3% | -44.4% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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