+114.8%
ALL vs RUN
-80.3%
+195.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.1% | -2.4% |
| 7D | -1.7% | +10.2% | -11.9% | -1.8% |
| 30D | -4.7% | -9.6% | +4.9% | -4.6% |
| 3M | +18.4% | -31.5% | +49.9% | +18.6% |
| 6M | +20.5% | -18.7% | +39.2% | +20.3% |
| YTD | +23.5% | -49.9% | +73.4% | +23.9% |
| 1Y | +29.0% | -45.5% | +74.5% | +29.0% |
| 3Y | +153.7% | -34.1% | +187.8% | +143.9% |
| 5Y | +114.8% | -79.4% | +194.2% | +111.4% |
| All | +114.8% | -80.3% | +195.1% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling