+55.8%
DOCS vs RUN
-9.7%
+65.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +12.3% | -16.6% | -5.0% |
| 7D | -1.3% | +30.0% | -31.4% | -2.9% |
| 30D | +19.4% | +27.0% | -7.6% | +17.7% |
| 3M | +53.4% | -5.9% | +59.3% | +53.4% |
| 6M | +28.8% | -26.7% | +55.4% | +29.7% |
| YTD | -25.1% | -46.4% | +21.3% | -23.9% |
| 1Y | -48.1% | -52.1% | +3.9% | -47.1% |
| All | +55.8% | -9.7% | +65.5% | +42.1% |
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