+65.5%
A vs RUN
-7.3%
+72.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.5% |
| 7D | -0.5% | -13.5% | +13.1% | +0.6% |
| 30D | 0.0% | +18.3% | -18.3% | -1.6% |
| 3M | +16.7% | -12.5% | +29.2% | +17.4% |
| 6M | +54.8% | -40.3% | +95.1% | +59.9% |
| YTD | +28.8% | -53.1% | +81.9% | +33.5% |
| 1Y | +19.3% | -54.3% | +73.6% | +23.7% |
| 3Y | +65.5% | -6.5% | +72.0% | +49.2% |
| All | +65.5% | -7.3% | +72.8% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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