+91.4%
DG vs RUN
-31.9%
+123.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +8.4% | +1.3% | +7.1% | +8.3% |
| 30D | +4.9% | -15.3% | +20.2% | +5.8% |
| 3M | +29.3% | -40.0% | +69.4% | +32.8% |
| 6M | -11.3% | -27.0% | +15.7% | -10.2% |
| YTD | +1.8% | -51.7% | +53.4% | +4.7% |
| 1Y | +25.3% | -45.9% | +71.2% | +27.4% |
| 3Y | +9.1% | -43.8% | +52.9% | +3.8% |
| 5Y | -34.9% | -80.5% | +45.6% | -36.3% |
| 10Y | +108.2% | +45.3% | +62.9% | +78.2% |
| All | +91.4% | -31.9% | +123.4% | +64.9% |
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 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