+99.4%
DE vs RUN
-81.3%
+180.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | -2.4% | -3.4% | +1.0% | -2.1% |
| 30D | +9.7% | -14.0% | +23.7% | +10.9% |
| 3M | +21.4% | -27.5% | +48.8% | +24.0% |
| 6M | +15.0% | -29.0% | +44.0% | +17.1% |
| YTD | +46.4% | -53.1% | +99.5% | +52.5% |
| 1Y | +45.6% | -46.7% | +92.4% | +48.8% |
| 3Y | +76.8% | -38.3% | +115.1% | +59.7% |
| 5Y | +99.4% | -80.7% | +180.1% | +89.3% |
| All | +99.4% | -81.3% | +180.7% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling