+244.3%
DIA vs RUN
+43.4%
+200.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | -3.0% | -3.4% | +0.3% | -2.8% |
| 30D | -3.0% | -14.0% | +11.0% | -1.9% |
| 3M | +4.5% | -27.5% | +32.0% | +6.8% |
| 6M | +9.8% | -29.0% | +38.7% | +11.9% |
| YTD | +9.3% | -53.1% | +62.4% | +13.9% |
| 1Y | +16.0% | -46.7% | +62.7% | +18.9% |
| 3Y | +57.7% | -38.3% | +96.0% | +43.9% |
| 5Y | +63.8% | -80.7% | +144.5% | +59.7% |
| All | +244.3% | +43.4% | +200.9% | +131.1% |
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