+45.2%
RUN vs DAR
+364.6%
-319.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.9% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | -10.8% | +7.4% | -18.3% | -15.5% |
| 3M | -30.2% | +15.7% | -45.8% | -38.1% |
| 6M | -22.3% | +30.0% | -52.4% | -36.8% |
| YTD | -52.2% | +87.5% | -139.7% | -69.8% |
| 1Y | -45.1% | +113.4% | -158.5% | -68.9% |
| 3Y | -37.1% | +15.3% | -52.4% | -47.1% |
| 5Y | -80.3% | -4.3% | -76.0% | -81.8% |
| 10Y | +45.2% | +380.2% | -334.9% | -51.4% |
| All | +45.2% | +364.6% | -319.4% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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