+44.7%
DG vs RUN
-53.7%
+98.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.3% | +7.3% | +8.5% |
| 7D | +12.3% | +18.5% | -6.2% | +11.2% |
| 30D | +19.3% | +15.5% | +3.8% | +18.2% |
| 3M | +11.9% | -20.3% | +32.2% | +12.9% |
| 6M | +25.0% | -30.8% | +55.8% | +27.0% |
| YTD | +8.7% | -52.2% | +61.0% | +11.0% |
| 1Y | +44.7% | -53.9% | +98.6% | +48.3% |
| All | +44.7% | -53.7% | +98.4% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling