-37.0%
DOCS vs RUN
-50.6%
+13.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.7% | +2.1% |
| 7D | -4.2% | +3.2% | -7.4% | -4.6% |
| 30D | +8.6% | +19.5% | -10.9% | +6.4% |
| 3M | +27.2% | -9.6% | +36.8% | +27.3% |
| 6M | +26.5% | -37.3% | +63.8% | +26.8% |
| YTD | -25.0% | -50.7% | +25.7% | -23.8% |
| 1Y | -37.0% | -54.1% | +17.1% | -34.4% |
| All | -37.0% | -50.6% | +13.6% | -34.4% |
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