+100.8%
DG vs RUN
+68.6%
+32.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +0.3% | -13.5% | +13.8% | +1.2% |
| 30D | +3.2% | +18.3% | -15.1% | +1.9% |
| 3M | +10.4% | -12.5% | +22.9% | +11.0% |
| 6M | +33.2% | -40.3% | +73.5% | +36.7% |
| YTD | +3.0% | -53.1% | +56.1% | +6.2% |
| 1Y | +31.2% | -54.3% | +85.5% | +35.3% |
| 3Y | +21.8% | -6.5% | +28.3% | +11.2% |
| 5Y | -35.0% | -85.3% | +50.3% | -35.0% |
| All | +100.8% | +68.6% | +32.2% | +49.5% |
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