-53.9%
RUN vs DOC
+21.8%
-75.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.9% | +0.6% |
| 7D | +18.5% | +8.7% | +9.7% | +16.6% |
| 30D | +15.5% | +7.6% | +7.9% | +13.8% |
| 3M | -20.3% | -5.3% | -15.0% | -20.5% |
| 6M | -30.8% | +27.6% | -58.4% | -33.2% |
| YTD | -52.2% | +32.4% | -84.6% | -56.0% |
| 1Y | -53.9% | +22.9% | -76.7% | -55.3% |
| All | -53.9% | +21.8% | -75.7% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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