-51.1%
DOCS vs RUN
-82.9%
+31.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +12.3% | -16.6% | -6.1% |
| 7D | -1.3% | +30.0% | -31.4% | -5.4% |
| 30D | +19.4% | +27.0% | -7.6% | +14.8% |
| 3M | +53.4% | -5.9% | +59.3% | +53.9% |
| 6M | +28.8% | -26.7% | +55.4% | +32.5% |
| YTD | -25.1% | -46.4% | +21.3% | -21.4% |
| 1Y | -48.1% | -52.1% | +3.9% | -44.8% |
| 3Y | +51.4% | -8.9% | +60.3% | +10.3% |
| 5Y | -51.1% | -82.4% | +31.3% | -39.3% |
| All | -51.1% | -82.9% | +31.8% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling