+235.7%
DIA vs RUN
+68.6%
+167.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +2.1% | -13.5% | +15.7% | +3.2% |
| 30D | +1.5% | +18.3% | -16.8% | -0.2% |
| 3M | -2.4% | -12.5% | +10.1% | -1.8% |
| 6M | +6.0% | -40.3% | +46.3% | +9.4% |
| YTD | +10.1% | -53.1% | +63.2% | +14.3% |
| 1Y | +11.8% | -54.3% | +66.1% | +16.2% |
| 3Y | +59.7% | -6.5% | +66.2% | +39.4% |
| 5Y | +57.9% | -85.3% | +143.2% | +59.6% |
| All | +235.7% | +68.6% | +167.1% | +122.3% |
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