+148.0%
ALL vs RUN
-83.2%
+231.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.4% |
| 7D | -3.9% | +18.1% | -21.9% | -3.9% |
| 30D | +10.6% | +27.5% | -16.9% | +10.5% |
| 3M | -4.6% | -4.5% | 0.0% | -4.6% |
| 6M | +20.2% | -33.3% | +53.5% | +20.5% |
| YTD | +23.7% | -47.1% | +70.8% | +24.0% |
| 1Y | +27.9% | -43.1% | +71.0% | +28.0% |
| 3Y | +109.2% | -3.0% | +112.1% | +97.7% |
| 5Y | +148.0% | -82.6% | +230.6% | +147.7% |
| All | +148.0% | -83.2% | +231.2% | +147.7% |
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