-79.4%
RUN vs DAR
-8.5%
-70.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +1.7% |
| 7D | +10.2% | -0.9% | +11.0% | +10.8% |
| 30D | -9.6% | +13.0% | -22.6% | -17.8% |
| 3M | -31.5% | +15.0% | -46.5% | -39.5% |
| 6M | -18.7% | +26.8% | -45.5% | -33.9% |
| YTD | -49.9% | +86.4% | -136.3% | -69.6% |
| 1Y | -45.5% | +115.1% | -160.6% | -71.2% |
| 3Y | -34.1% | +14.6% | -48.7% | -45.1% |
| 5Y | -79.4% | -8.8% | -70.7% | -81.9% |
| All | -79.4% | -8.5% | -70.9% | -81.9% |
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