+759.7%
DE vs RUN
-29.4%
+789.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.6% | -2.2% |
| 7D | +0.7% | +10.2% | -9.5% | -0.3% |
| 30D | +9.6% | -9.6% | +19.3% | +10.6% |
| 3M | +19.0% | -31.5% | +50.5% | +23.0% |
| 6M | +16.1% | -18.7% | +34.8% | +17.1% |
| YTD | +47.0% | -49.9% | +96.9% | +53.9% |
| 1Y | +43.1% | -45.5% | +88.7% | +46.9% |
| 3Y | +77.5% | -34.1% | +111.6% | +56.7% |
| 5Y | +96.4% | -79.4% | +175.8% | +87.3% |
| 10Y | +852.9% | +48.9% | +803.9% | +564.3% |
| All | +759.7% | -29.4% | +789.1% | +499.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling