+78.7%
RUN vs DOC
+15.2%
+63.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.9% | -0.9% |
| 7D | +18.5% | +8.7% | +9.7% | +11.9% |
| 30D | +15.5% | +7.6% | +7.9% | +9.9% |
| 3M | -20.3% | -5.3% | -15.0% | -17.0% |
| 6M | -30.8% | +27.6% | -58.4% | -43.7% |
| YTD | -52.2% | +32.4% | -84.6% | -62.5% |
| 1Y | -53.9% | +22.9% | -76.7% | -61.7% |
| 3Y | -18.9% | +43.1% | -62.0% | -38.0% |
| 5Y | -84.8% | -21.4% | -63.4% | -83.1% |
| All | +78.7% | +15.2% | +63.5% | +76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling