-38.7%
DOCS vs RUN
-82.2%
+43.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -0.8% | +33.4% | -34.2% | -5.3% |
| 30D | +17.4% | +31.1% | -13.7% | +12.3% |
| 3M | +57.4% | +6.4% | +51.0% | +55.1% |
| 6M | +26.5% | -22.2% | +48.8% | +29.2% |
| YTD | -26.6% | -45.8% | +19.2% | -23.1% |
| 1Y | -48.1% | -51.1% | +3.1% | -44.8% |
| 3Y | +52.6% | -3.0% | +55.6% | +9.5% |
| 5Y | -52.1% | -82.2% | +30.2% | -49.1% |
| All | -38.7% | -82.2% | +43.6% | -36.5% |
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