+364.8%
ALL vs RUN
+43.6%
+321.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.2% |
| 7D | -2.2% | -1.8% | -0.4% | -2.2% |
| 30D | -5.6% | -10.8% | +5.3% | -5.2% |
| 3M | +17.2% | -30.2% | +47.4% | +18.5% |
| 6M | +23.2% | -22.3% | +45.6% | +23.5% |
| YTD | +23.6% | -52.2% | +75.8% | +25.7% |
| 1Y | +29.2% | -45.1% | +74.3% | +29.9% |
| 3Y | +153.8% | -37.1% | +190.9% | +136.8% |
| 5Y | +116.1% | -80.3% | +196.4% | +111.6% |
| 10Y | +364.8% | +45.2% | +319.6% | +238.9% |
| All | +364.8% | +43.6% | +321.3% | +238.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling