-42.7%
RUN vs DOC
+20.8%
-63.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +1.1% |
| 7D | +1.3% | -1.5% | +2.7% | +2.6% |
| 30D | -15.3% | -4.8% | -10.5% | -11.4% |
| 3M | -40.0% | +6.9% | -46.9% | -44.2% |
| 6M | -27.0% | +20.7% | -47.7% | -41.4% |
| YTD | -51.7% | +34.1% | -85.8% | -66.5% |
| 1Y | -45.9% | +22.6% | -68.5% | -58.3% |
| All | -42.7% | +20.8% | -63.5% | -51.9% |
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