+102.8%
RUN vs DOC
+15.7%
+87.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.6% |
| 7D | +33.4% | +6.5% | +27.0% | +27.9% |
| 30D | +31.1% | +9.2% | +22.0% | +23.6% |
| 3M | +6.4% | -2.5% | +8.9% | +8.5% |
| 6M | -22.2% | +7.1% | -29.3% | -26.5% |
| YTD | -45.8% | +33.0% | -78.8% | -57.6% |
| 1Y | -51.1% | +23.3% | -74.4% | -59.6% |
| 3Y | -3.0% | +44.9% | -47.9% | -26.5% |
| 5Y | -82.2% | -21.6% | -60.6% | -80.3% |
| All | +102.8% | +15.7% | +87.1% | +99.4% |
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