-43.0%
DT vs RRC
+110.6%
-153.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | 0.0% |
| 7D | -24.7% | -10.8% | -13.9% | -22.9% |
| 30D | -27.4% | +22.3% | -49.7% | -30.5% |
| 3M | -11.1% | +26.6% | -37.7% | -15.7% |
| 6M | +13.7% | +18.9% | -5.2% | +8.9% |
| YTD | +0.2% | +39.2% | -39.0% | -7.7% |
| 1Y | -5.7% | +34.0% | -39.6% | -12.6% |
| 3Y | -8.1% | +42.0% | -50.1% | -17.5% |
| All | -43.0% | +110.6% | -153.6% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling