-14.4%
RUN vs DTE
+192.6%
-207.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.1% |
| 7D | +10.2% | +0.9% | +9.3% | +9.5% |
| 30D | -9.6% | -1.9% | -7.7% | -8.4% |
| 3M | -31.5% | -3.3% | -28.2% | -30.3% |
| 6M | -18.7% | -7.1% | -11.6% | -15.2% |
| YTD | -49.9% | +8.1% | -58.0% | -53.3% |
| 1Y | -45.5% | +5.3% | -50.8% | -48.4% |
| 3Y | -34.1% | +48.2% | -82.3% | -49.3% |
| 5Y | -79.4% | +33.2% | -112.7% | -83.2% |
| 10Y | +48.9% | +137.5% | -88.6% | -10.2% |
| All | -14.4% | +192.6% | -207.0% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling