-54.3%
RUN vs DAR
+61.9%
-116.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | -13.5% | +11.6% | -25.1% | -13.9% |
| 30D | +18.3% | -10.2% | +28.5% | +20.1% |
| 3M | -12.5% | -14.8% | +2.4% | -10.5% |
| 6M | -40.3% | -10.1% | -30.2% | -38.8% |
| YTD | -53.1% | +55.5% | -108.6% | -66.5% |
| 1Y | -54.3% | +61.7% | -115.9% | -68.3% |
| All | -54.3% | +61.9% | -116.1% | -68.3% |
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