-45.1%
RUN vs DAR
+116.5%
-161.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.6% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -10.8% | +7.4% | -18.3% | -11.6% |
| 3M | -30.2% | +15.7% | -45.8% | -31.5% |
| 6M | -22.3% | +30.0% | -52.4% | -26.3% |
| YTD | -52.2% | +87.5% | -139.7% | -58.5% |
| 1Y | -45.1% | +113.4% | -158.5% | -51.9% |
| All | -45.1% | +116.5% | -161.6% | -51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling