+109.2%
ALL vs RUN
-8.5%
+117.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.5% |
| 7D | -3.9% | +18.1% | -21.9% | -3.4% |
| 30D | +10.6% | +27.5% | -16.9% | +11.4% |
| 3M | -4.6% | -4.5% | 0.0% | -4.6% |
| 6M | +20.2% | -33.3% | +53.5% | +19.5% |
| YTD | +23.7% | -47.1% | +70.8% | +22.9% |
| 1Y | +27.9% | -43.1% | +71.0% | +27.2% |
| 3Y | +109.2% | -3.0% | +112.1% | +112.5% |
| All | +109.2% | -8.5% | +117.6% | +112.5% |
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 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