+851.5%
DE vs RUN
+42.2%
+809.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -2.6% | -3.7% | +1.1% | -2.2% |
| 30D | +9.0% | -13.0% | +22.0% | +10.5% |
| 3M | +19.1% | -31.8% | +50.9% | +23.6% |
| 6M | +14.4% | -32.2% | +46.6% | +17.9% |
| YTD | +45.9% | -53.5% | +99.4% | +54.5% |
| 1Y | +43.6% | -46.5% | +90.1% | +47.9% |
| 3Y | +75.9% | -37.6% | +113.5% | +53.6% |
| 5Y | +98.8% | -80.9% | +179.6% | +90.5% |
| All | +851.5% | +42.2% | +809.3% | +470.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling