+114.1%
DT vs RUN
-55.9%
+170.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.6% | -3.7% | +2.1% | -1.1% |
| 30D | +3.0% | -13.0% | +16.1% | +5.0% |
| 3M | +26.5% | -31.8% | +58.3% | +33.0% |
| 6M | +35.9% | -32.2% | +68.2% | +41.4% |
| YTD | +17.8% | -53.5% | +71.3% | +27.4% |
| 1Y | +4.1% | -46.5% | +50.6% | +8.4% |
| 3Y | +5.3% | -37.6% | +42.9% | -17.3% |
| 5Y | -27.2% | -80.9% | +53.7% | -30.1% |
| All | +114.1% | -55.9% | +170.1% | +36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling