-45.9%
RUN vs DTE
+3.0%
-48.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | -15.3% | -2.6% | -12.7% | -14.9% |
| 3M | -40.0% | -3.9% | -36.1% | -40.3% |
| 6M | -27.0% | -7.9% | -19.0% | -25.9% |
| YTD | -51.7% | +7.2% | -58.9% | -54.8% |
| 1Y | -45.9% | +3.1% | -49.0% | -46.3% |
| All | -45.9% | +3.0% | -48.9% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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