+62.8%
DOCS vs RUN
-19.6%
+82.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +6.3% |
| 7D | +1.2% | +18.5% | -17.2% | +0.2% |
| 30D | +21.3% | +15.5% | +5.8% | +20.2% |
| 3M | +58.4% | -20.3% | +78.7% | +59.8% |
| 6M | +39.3% | -30.8% | +70.1% | +40.9% |
| YTD | -21.7% | -52.2% | +30.5% | -19.9% |
| 1Y | -47.3% | -53.9% | +6.6% | -46.0% |
| All | +62.8% | -19.6% | +82.3% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling