+435.8%
ALL vs RUN
-30.6%
+466.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | +0.3% |
| 7D | -2.6% | +3.2% | -5.7% | -2.7% |
| 30D | +12.7% | +19.5% | -6.8% | +11.9% |
| 3M | +0.4% | -9.6% | +10.0% | +0.5% |
| 6M | +23.8% | -37.3% | +61.1% | +25.2% |
| YTD | +27.8% | -50.7% | +78.5% | +29.5% |
| 1Y | +28.9% | -54.1% | +83.0% | +30.9% |
| 3Y | +113.9% | -3.9% | +117.8% | +95.6% |
| 5Y | +157.4% | -84.4% | +241.8% | +156.8% |
| 10Y | +369.0% | +77.5% | +291.5% | +269.1% |
| All | +435.8% | -30.6% | +466.3% | +326.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling