-32.9%
DOCS vs RUN
-55.1%
+22.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +2.6% | -13.5% | +16.1% | +3.7% |
| 30D | +11.4% | +18.3% | -6.9% | +9.3% |
| 3M | +25.4% | -12.5% | +37.9% | +25.8% |
| 6M | +42.5% | -40.3% | +82.9% | +43.3% |
| YTD | -24.7% | -53.1% | +28.4% | -23.1% |
| 1Y | -32.9% | -54.3% | +21.3% | -31.2% |
| All | -32.9% | -55.1% | +22.2% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling