+117.6%
DT vs RRC
+690.2%
-572.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.5% |
| 7D | -3.3% | +1.3% | -4.6% | -3.4% |
| 30D | +2.0% | +10.1% | -8.1% | +1.0% |
| 3M | +20.0% | +4.0% | +16.0% | +19.3% |
| 6M | +39.3% | +1.6% | +37.7% | +38.7% |
| YTD | +19.8% | +19.7% | 0.0% | +17.0% |
| 1Y | +4.3% | +21.4% | -17.1% | +1.5% |
| 3Y | +7.7% | +29.7% | -22.0% | +3.4% |
| 5Y | -26.8% | +153.9% | -180.7% | -33.8% |
| All | +117.6% | +690.2% | -572.5% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling