-36.6%
DT vs RUN
-85.3%
+48.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | +3.1% | -13.5% | +16.7% | +4.7% |
| 30D | -29.5% | +18.3% | -47.8% | -31.3% |
| 3M | -11.7% | -12.5% | +0.8% | -11.2% |
| 6M | +29.0% | -40.3% | +69.3% | +34.8% |
| YTD | +3.4% | -53.1% | +56.5% | +8.9% |
| 1Y | -4.2% | -54.3% | +50.0% | +0.9% |
| 3Y | -12.8% | -6.5% | -6.3% | -35.3% |
| All | -36.6% | -85.3% | +48.7% | -25.7% |
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