-80.7%
RUN vs DVA
+40.8%
-121.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -14.0% | +1.7% | -15.6% | -14.3% |
| 3M | -27.5% | -8.7% | -18.8% | -26.3% |
| 6M | -29.0% | +19.7% | -48.6% | -33.2% |
| YTD | -53.1% | +59.6% | -112.7% | -60.1% |
| 1Y | -46.7% | +37.1% | -83.8% | -52.6% |
| 3Y | -38.3% | +89.8% | -128.1% | -49.7% |
| 5Y | -80.7% | +47.4% | -128.1% | -83.9% |
| All | -80.7% | +40.8% | -121.5% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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