-37.1%
RUN vs DTE
+45.3%
-82.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -0.6% |
| 7D | -3.4% | -2.0% | -1.4% | -1.2% |
| 30D | -14.0% | -2.4% | -11.6% | -11.7% |
| 3M | -27.5% | -7.3% | -20.2% | -22.2% |
| 6M | -29.0% | -7.6% | -21.3% | -24.1% |
| YTD | -53.1% | +5.8% | -58.9% | -58.6% |
| 1Y | -46.7% | +2.3% | -49.1% | -51.4% |
| All | -37.1% | +45.3% | -82.4% | -72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling