-45.9%
RUN vs DGX
+33.7%
-79.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.5% |
| 7D | +1.3% | -2.3% | +3.6% | +0.9% |
| 30D | -15.3% | +0.6% | -15.8% | -15.1% |
| 3M | -40.0% | +21.4% | -61.4% | -38.7% |
| 6M | -27.0% | +14.7% | -41.7% | -25.5% |
| YTD | -51.7% | +38.4% | -90.1% | -50.6% |
| 1Y | -45.9% | +34.0% | -79.9% | -42.7% |
| All | -45.9% | +33.7% | -79.5% | -42.7% |
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