-81.4%
RUN vs DTE
+30.3%
-111.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | +0.4% |
| 7D | -3.7% | -2.6% | -1.1% | -1.3% |
| 30D | -13.0% | -4.4% | -8.6% | -9.3% |
| 3M | -31.8% | -8.3% | -23.5% | -26.7% |
| 6M | -32.2% | -8.1% | -24.1% | -27.8% |
| YTD | -53.5% | +4.4% | -57.9% | -56.9% |
| 1Y | -46.5% | +0.2% | -46.7% | -48.6% |
| 3Y | -37.6% | +42.6% | -80.2% | -58.4% |
| All | -81.4% | +30.3% | -111.7% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling