+342.8%
BHP vs RUN
-33.9%
+376.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | -0.5% | -13.5% | +13.0% | +1.1% |
| 30D | -4.5% | +18.3% | -22.8% | -6.8% |
| 3M | -6.9% | -12.5% | +5.6% | -6.0% |
| 6M | -10.6% | -40.3% | +29.8% | -6.0% |
| YTD | +37.2% | -53.1% | +90.3% | +45.4% |
| 1Y | +48.0% | -54.3% | +102.3% | +57.0% |
| 3Y | +52.6% | -6.5% | +59.1% | +29.2% |
| 5Y | +116.5% | -85.3% | +201.8% | +119.1% |
| 10Y | +334.9% | +68.9% | +266.0% | +151.5% |
| All | +342.8% | -33.9% | +376.7% | +172.2% |
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