-82.6%
RUN vs DAR
-37.0%
-45.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -5.4% |
| 7D | +18.1% | -2.8% | +20.8% | +19.6% |
| 30D | +27.5% | -12.8% | +40.3% | +37.9% |
| 3M | -4.5% | -11.6% | +7.1% | +0.6% |
| 6M | -33.3% | -16.8% | -16.6% | -28.1% |
| YTD | -47.1% | +45.9% | -93.0% | -63.0% |
| 1Y | -43.1% | +61.5% | -104.6% | -63.2% |
| 3Y | -3.0% | +23.0% | -26.0% | -26.0% |
| 5Y | -82.6% | -35.8% | -46.8% | -80.9% |
| All | -82.6% | -37.0% | -45.6% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling