+305.2%
A vs RUN
-31.9%
+337.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -1.9% | +1.3% | -3.2% | -2.1% |
| 30D | +6.9% | -15.3% | +22.2% | +8.6% |
| 3M | +9.2% | -40.0% | +49.2% | +14.6% |
| 6M | +25.7% | -27.0% | +52.6% | +28.6% |
| YTD | +11.5% | -51.7% | +63.2% | +17.5% |
| 1Y | +18.4% | -45.9% | +64.3% | +22.1% |
| 3Y | +26.6% | -43.8% | +70.4% | +15.6% |
| 5Y | -12.8% | -80.5% | +67.7% | -15.5% |
| 10Y | +247.2% | +45.3% | +201.9% | +164.3% |
| All | +305.2% | -31.9% | +337.1% | +215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling