+57.9%
DIA vs RUN
-85.3%
+143.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +2.1% | -13.5% | +15.7% | +2.9% |
| 30D | +1.5% | +18.3% | -16.8% | +0.3% |
| 3M | -2.4% | -12.5% | +10.1% | -2.0% |
| 6M | +6.0% | -40.3% | +46.3% | +8.3% |
| YTD | +10.1% | -53.1% | +63.2% | +12.9% |
| 1Y | +11.8% | -54.3% | +66.1% | +14.8% |
| 3Y | +59.7% | -6.5% | +66.2% | +45.1% |
| All | +57.9% | -85.3% | +143.2% | +60.1% |
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 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