+153.7%
ALL vs RUN
-35.6%
+189.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.1% | -2.3% |
| 7D | -1.7% | +10.2% | -11.9% | -1.5% |
| 30D | -4.7% | -9.6% | +4.9% | -4.8% |
| 3M | +18.4% | -31.5% | +49.9% | +17.7% |
| 6M | +20.5% | -18.7% | +39.2% | +20.1% |
| YTD | +23.5% | -49.9% | +73.4% | +22.7% |
| 1Y | +29.0% | -45.5% | +74.5% | +28.2% |
| 3Y | +153.7% | -34.1% | +187.8% | +153.2% |
| All | +153.7% | -35.6% | +189.3% | +153.2% |
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