-17.5%
RUN vs DOC
+6.5%
-24.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.7% |
| 7D | +1.3% | -1.5% | +2.7% | +2.3% |
| 30D | -15.3% | -4.8% | -10.5% | -12.3% |
| 3M | -40.0% | +6.9% | -46.9% | -43.0% |
| 6M | -27.0% | +20.7% | -47.7% | -37.7% |
| YTD | -51.7% | +34.1% | -85.8% | -62.0% |
| 1Y | -45.9% | +22.6% | -68.5% | -54.7% |
| 3Y | -43.8% | +20.8% | -64.6% | -51.2% |
| 5Y | -80.5% | -24.9% | -55.6% | -77.9% |
| 10Y | +45.3% | -1.8% | +47.1% | +42.9% |
| All | -17.5% | +6.5% | -24.0% | -23.1% |
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