+747.1%
B vs RUN
-31.9%
+779.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.6% |
| 3M | +5.0% | -40.0% | +45.0% | +8.3% |
| 6M | -3.5% | -27.0% | +23.4% | -1.9% |
| YTD | +4.5% | -51.7% | +56.1% | +8.2% |
| 1Y | +67.8% | -45.9% | +113.7% | +72.0% |
| 3Y | +196.7% | -43.8% | +240.5% | +186.0% |
| 5Y | +151.9% | -80.5% | +232.4% | +149.5% |
| 10Y | +202.2% | +45.3% | +156.9% | +174.0% |
| All | +747.1% | -31.9% | +779.0% | +693.5% |
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