+667.7%
B vs RUN
-23.6%
+691.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.5% |
| 7D | +9.6% | +33.4% | -23.8% | +7.3% |
| 30D | +3.5% | +31.1% | -27.6% | +1.5% |
| 3M | -1.6% | +6.4% | -8.0% | -2.2% |
| 6M | -1.7% | -22.2% | +20.5% | -0.5% |
| YTD | -5.3% | -45.8% | +40.4% | -2.9% |
| 1Y | +27.2% | -51.1% | +78.3% | +31.0% |
| 3Y | +166.1% | -3.0% | +169.1% | +149.0% |
| 5Y | +136.5% | -82.2% | +218.7% | +135.1% |
| 10Y | +172.2% | +111.9% | +60.3% | +143.7% |
| All | +667.7% | -23.6% | +691.3% | +612.1% |
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