+14.5%
DT vs RUN
-40.0%
+54.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.1% | +7.6% | +1.1% |
| 7D | +2.7% | -13.7% | +16.4% | +1.7% |
| 30D | -30.4% | +9.4% | -39.7% | -30.2% |
| 3M | -9.4% | -13.4% | +4.0% | -8.8% |
| 6M | +14.5% | -39.6% | +54.1% | +16.4% |
| All | +14.5% | -40.0% | +54.5% | +16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling