+5.3%
DT vs RSG
+57.7%
-52.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.9% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +3.0% | +4.0% | -0.9% | +1.9% |
| 3M | +26.5% | +7.4% | +19.1% | +23.7% |
| 6M | +35.9% | +0.1% | +35.8% | +36.3% |
| YTD | +17.8% | +6.0% | +11.8% | +16.0% |
| 1Y | +4.1% | -3.0% | +7.0% | +5.4% |
| 3Y | +5.3% | +56.5% | -51.2% | -1.9% |
| All | +5.3% | +57.7% | -52.4% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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