-5.7%
DT vs RUN
-53.7%
+48.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | -25.5% | +18.5% | -44.0% | -25.7% |
| 30D | -22.3% | +15.5% | -37.8% | -22.5% |
| 3M | +2.3% | -20.3% | +22.6% | +2.9% |
| 6M | +20.7% | -30.8% | +51.5% | +21.7% |
| YTD | +7.9% | -52.2% | +60.2% | +10.8% |
| 1Y | -5.7% | -53.9% | +48.1% | -3.3% |
| All | -5.7% | -53.7% | +48.0% | -3.3% |
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 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