-53.9%
RUN vs DGX
+45.0%
-98.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.4% |
| 7D | +18.5% | +4.1% | +14.4% | +18.6% |
| 30D | +15.5% | +10.5% | +5.0% | +16.0% |
| 3M | -20.3% | +9.8% | -30.1% | -19.9% |
| 6M | -30.8% | +34.6% | -65.3% | -30.4% |
| YTD | -52.2% | +49.8% | -102.0% | -53.7% |
| 1Y | -53.9% | +46.0% | -99.9% | -55.3% |
| All | -53.9% | +45.0% | -98.8% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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