+157.6%
B vs RUN
-80.5%
+238.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -1.6% | +1.3% | -2.8% | -1.7% |
| 30D | +9.4% | -15.3% | +24.7% | +10.7% |
| 3M | +5.0% | -40.0% | +45.0% | +8.6% |
| 6M | -3.5% | -27.0% | +23.4% | -1.7% |
| YTD | +4.5% | -51.7% | +56.1% | +8.5% |
| 1Y | +67.8% | -45.9% | +113.7% | +72.4% |
| 3Y | +196.7% | -43.8% | +240.5% | +186.0% |
| All | +157.6% | -80.5% | +238.1% | +153.8% |
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