-4.1%
RUN vs DOC
+43.2%
-47.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | -0.2% | +12.5% | +12.5% |
| 7D | +30.0% | +6.2% | +23.8% | +24.0% |
| 30D | +27.0% | +6.5% | +20.6% | +21.0% |
| 3M | -5.9% | -6.2% | +0.3% | -0.8% |
| 6M | -26.7% | +25.6% | -52.3% | -42.3% |
| YTD | -46.4% | +32.1% | -78.4% | -61.0% |
| 1Y | -52.1% | +20.3% | -72.4% | -61.2% |
| All | -4.1% | +43.2% | -47.2% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling