+63.6%
DIA vs RUN
-80.3%
+143.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.8% | -0.5% |
| 7D | -1.2% | -1.8% | +0.6% | -1.1% |
| 30D | -2.7% | -10.8% | +8.2% | -2.1% |
| 3M | +3.3% | -30.2% | +33.4% | +5.0% |
| 6M | +10.4% | -22.3% | +32.8% | +11.4% |
| YTD | +10.0% | -52.2% | +62.2% | +13.0% |
| 1Y | +16.2% | -45.1% | +61.3% | +18.1% |
| 3Y | +58.7% | -37.1% | +95.8% | +49.1% |
| 5Y | +63.6% | -80.3% | +143.8% | +60.0% |
| All | +63.6% | -80.3% | +143.8% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling