-52.5%
RUN vs DOC
+22.2%
-74.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.0% | -9.6% | -10.3% |
| 7D | +0.3% | +4.3% | -4.0% | -0.6% |
| 30D | +14.0% | +9.2% | +4.9% | +11.9% |
| 3M | -11.8% | -0.8% | -10.9% | -12.3% |
| 6M | -40.4% | +7.1% | -47.5% | -41.1% |
| YTD | -52.7% | +34.0% | -86.6% | -57.7% |
| 1Y | -52.5% | +23.2% | -75.7% | -53.4% |
| All | -52.5% | +22.2% | -74.8% | -53.4% |
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 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