-50.3%
DOCS vs RUN
-84.2%
+33.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.7% |
| 7D | -1.4% | +1.3% | -2.7% | -1.7% |
| 30D | +21.8% | -15.3% | +37.1% | +24.9% |
| 3M | +27.3% | -40.0% | +67.3% | +36.4% |
| 6M | -0.3% | -27.0% | +26.6% | +2.6% |
| YTD | -40.5% | -51.7% | +11.2% | -36.2% |
| 1Y | -61.5% | -45.9% | -15.7% | -59.8% |
| 3Y | +8.2% | -43.8% | +51.9% | -10.4% |
| 5Y | -73.4% | -80.5% | +7.1% | -72.0% |
| All | -50.3% | -84.2% | +33.9% | -47.3% |
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