-14.4%
RUN vs DVA
+125.1%
-139.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +4.4% |
| 7D | +10.2% | +2.2% | +7.9% | +9.4% |
| 30D | -9.6% | -2.0% | -7.6% | -9.1% |
| 3M | -31.5% | -6.3% | -25.2% | -30.7% |
| 6M | -18.7% | +19.4% | -38.1% | -25.1% |
| YTD | -49.9% | +58.5% | -108.4% | -59.0% |
| 1Y | -45.5% | +33.9% | -79.4% | -52.8% |
| 3Y | -34.1% | +88.4% | -122.5% | -50.2% |
| 5Y | -79.4% | +39.5% | -118.9% | -83.4% |
| 10Y | +48.9% | +179.5% | -130.5% | -11.9% |
| All | -14.4% | +125.1% | -139.5% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling