-28.4%
DT vs RUN
-80.3%
+51.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.1% |
| 7D | -0.5% | -1.8% | +1.3% | -0.4% |
| 30D | +0.1% | -10.8% | +10.9% | +1.2% |
| 3M | +24.1% | -30.2% | +54.3% | +28.6% |
| 6M | +30.1% | -22.3% | +52.4% | +31.8% |
| YTD | +16.8% | -52.2% | +68.9% | +23.7% |
| 1Y | -0.1% | -45.1% | +45.0% | +2.9% |
| 3Y | +6.8% | -37.1% | +43.9% | -12.3% |
| 5Y | -28.4% | -80.3% | +51.9% | -27.2% |
| All | -28.4% | -80.3% | +51.9% | -27.2% |
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