-99.9%
DFNS vs RUN
-77.5%
-22.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -16.0% | +1.3% | -17.2% | -16.0% |
| 30D | -77.7% | -15.3% | -62.4% | -77.6% |
| 3M | -77.2% | -40.0% | -37.2% | -77.0% |
| 6M | -95.2% | -27.0% | -68.2% | -95.1% |
| YTD | -98.0% | -51.7% | -46.3% | -98.0% |
| 1Y | -98.3% | -45.9% | -52.4% | -98.2% |
| 3Y | -99.9% | -43.8% | -56.1% | -99.9% |
| 5Y | -99.9% | -80.5% | -19.4% | -99.8% |
| All | -99.9% | -77.5% | -22.4% | -99.8% |
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