-18.4%
RUN vs DOC
+5.1%
-23.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.9% | -0.8% |
| 7D | +18.5% | +8.7% | +9.7% | +12.2% |
| 30D | +15.5% | +7.6% | +7.9% | +10.2% |
| 3M | -20.3% | -5.3% | -15.0% | -17.1% |
| 6M | -30.8% | +27.6% | -58.4% | -43.1% |
| YTD | -52.2% | +32.4% | -84.6% | -62.0% |
| 1Y | -53.9% | +22.9% | -76.7% | -61.4% |
| 3Y | -18.9% | +43.1% | -62.0% | -37.0% |
| 5Y | -84.8% | -21.4% | -63.4% | -83.0% |
| 10Y | +86.6% | +16.8% | +69.8% | +72.6% |
| All | -18.4% | +5.1% | -23.5% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling