-9.6%
RUN vs DAR
+313.9%
-323.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -5.2% |
| 7D | +18.1% | -2.8% | +20.8% | +19.5% |
| 30D | +27.5% | -12.8% | +40.3% | +36.8% |
| 3M | -4.5% | -11.6% | +7.1% | +0.2% |
| 6M | -33.3% | -16.8% | -16.6% | -28.6% |
| YTD | -47.1% | +45.9% | -93.0% | -60.6% |
| 1Y | -43.1% | +61.5% | -104.6% | -60.4% |
| 3Y | -3.0% | +23.0% | -26.0% | -21.7% |
| 5Y | -82.6% | -35.8% | -46.8% | -79.8% |
| 10Y | +103.3% | +280.4% | -177.0% | -12.1% |
| All | -9.6% | +313.9% | -323.5% | -65.8% |
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