-17.5%
RUN vs DAR
+413.7%
-431.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | +0.1% |
| 7D | +1.3% | +1.4% | -0.1% | +0.2% |
| 30D | -15.3% | +12.8% | -28.0% | -22.5% |
| 3M | -40.0% | +7.4% | -47.4% | -43.9% |
| 6M | -27.0% | +22.3% | -49.2% | -37.5% |
| YTD | -51.7% | +81.1% | -132.8% | -68.0% |
| 1Y | -45.9% | +106.5% | -152.4% | -67.6% |
| 3Y | -43.8% | +5.3% | -49.1% | -49.6% |
| 5Y | -80.5% | -11.5% | -68.9% | -81.0% |
| 10Y | +45.3% | +353.3% | -308.1% | -43.2% |
| All | -17.5% | +413.7% | -431.2% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling