+57.3%
DIA vs RUN
-38.5%
+95.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.6% |
| 7D | -3.0% | -3.4% | +0.3% | -2.9% |
| 30D | -3.0% | -14.0% | +11.0% | -2.5% |
| 3M | +4.5% | -27.5% | +32.0% | +5.6% |
| 6M | +9.8% | -29.0% | +38.7% | +10.9% |
| YTD | +9.3% | -53.1% | +62.4% | +11.5% |
| 1Y | +16.0% | -46.7% | +62.7% | +17.6% |
| All | +57.3% | -38.5% | +95.8% | +50.7% |
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