+368.4%
ALL vs RUN
+94.0%
+274.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -10.6% | +13.5% | +3.3% |
| 7D | -0.1% | +0.3% | -0.5% | -0.2% |
| 30D | +13.8% | +14.0% | -0.2% | +13.1% |
| 3M | -2.8% | -11.8% | +9.0% | -2.6% |
| 6M | +23.7% | -40.4% | +64.0% | +25.3% |
| YTD | +27.3% | -52.7% | +79.9% | +29.2% |
| 1Y | +30.5% | -52.5% | +83.1% | +32.3% |
| 3Y | +113.0% | -7.7% | +120.7% | +93.1% |
| 5Y | +157.6% | -83.9% | +241.4% | +157.3% |
| 10Y | +368.4% | +84.9% | +283.4% | +234.1% |
| All | +368.4% | +94.0% | +274.4% | +234.1% |
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