-53.9%
RUN vs DTE
+5.6%
-59.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.2% | +0.3% |
| 7D | +18.5% | +4.2% | +14.2% | +16.4% |
| 30D | +15.5% | +10.0% | +5.5% | +11.5% |
| 3M | -20.3% | -2.1% | -18.2% | -21.2% |
| 6M | -30.8% | -4.7% | -26.1% | -31.3% |
| YTD | -52.2% | +9.3% | -61.5% | -58.5% |
| 1Y | -53.9% | +6.6% | -60.5% | -59.5% |
| All | -53.9% | +5.6% | -59.4% | -59.5% |
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