-37.6%
RUN vs DGX
+96.4%
-134.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.5% |
| 7D | -3.7% | -0.9% | -2.8% | -3.4% |
| 30D | -13.0% | -1.2% | -11.9% | -12.5% |
| 3M | -31.8% | +15.8% | -47.6% | -36.6% |
| 6M | -32.2% | +18.2% | -50.4% | -38.0% |
| YTD | -53.5% | +37.2% | -90.7% | -61.6% |
| 1Y | -46.5% | +30.4% | -76.9% | -54.7% |
| 3Y | -37.6% | +96.7% | -134.3% | -64.1% |
| All | -37.6% | +96.4% | -134.0% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling