+88.3%
DT vs RUN
-56.1%
+144.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.1% | +7.6% | +2.4% |
| 7D | +2.7% | -13.7% | +16.4% | +4.9% |
| 30D | -30.4% | +9.4% | -39.7% | -31.9% |
| 3M | -9.4% | -13.4% | +4.0% | -8.6% |
| 6M | +14.5% | -39.6% | +54.1% | +21.0% |
| YTD | +3.6% | -53.7% | +57.3% | +10.9% |
| 1Y | -3.4% | -56.2% | +52.7% | +4.0% |
| 3Y | -11.1% | -9.7% | -1.4% | -36.4% |
| 5Y | -39.5% | -85.5% | +46.0% | -37.6% |
| All | +88.3% | -56.1% | +144.4% | +18.6% |
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