+16.7%
DIA vs RUN
-45.7%
+62.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.8% | -0.4% |
| 7D | -1.2% | -1.8% | +0.6% | -1.1% |
| 30D | -2.7% | -10.8% | +8.2% | -2.0% |
| 3M | +3.3% | -30.2% | +33.4% | +5.4% |
| 6M | +10.4% | -22.3% | +32.8% | +11.6% |
| YTD | +10.0% | -52.2% | +62.2% | +13.2% |
| All | +16.7% | -45.7% | +62.4% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling