+24.8%
DG vs RUN
-2.6%
+27.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.1% |
| 7D | -3.0% | +3.2% | -6.2% | -3.3% |
| 30D | +8.6% | +19.5% | -10.9% | +7.2% |
| 3M | +15.0% | -9.6% | +24.6% | +15.3% |
| 6M | +32.7% | -37.3% | +70.0% | +35.5% |
| YTD | +5.5% | -50.7% | +56.2% | +8.1% |
| 1Y | +34.6% | -54.1% | +88.7% | +38.4% |
| All | +24.8% | -2.6% | +27.4% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling