+95.6%
DG vs RUN
+43.4%
+52.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -1.1% |
| 7D | -6.3% | -3.4% | -2.9% | -6.1% |
| 30D | +2.4% | -14.0% | +16.4% | +3.3% |
| 3M | +12.4% | -27.5% | +39.9% | +14.4% |
| 6M | -14.9% | -29.0% | +14.0% | -13.6% |
| YTD | -6.1% | -53.1% | +47.0% | -2.9% |
| 1Y | +17.9% | -46.7% | +64.6% | +20.1% |
| 3Y | +3.1% | -38.3% | +41.5% | -3.1% |
| 5Y | -38.7% | -80.7% | +42.0% | -40.1% |
| All | +95.6% | +43.4% | +52.3% | +53.9% |
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