-2.1%
BROS vs RUN
-80.5%
+78.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.3% | +5.2% | +6.3% |
| 7D | +6.3% | -13.5% | +19.8% | +9.0% |
| 30D | -8.3% | +18.3% | -26.6% | -12.3% |
| 3M | -29.8% | -12.5% | -17.3% | -29.1% |
| 6M | -25.8% | -40.3% | +14.5% | -20.2% |
| YTD | -41.4% | -53.1% | +11.7% | -36.1% |
| 1Y | -35.2% | -54.3% | +19.1% | -29.3% |
| 3Y | +32.8% | -6.5% | +39.3% | -9.4% |
| 5Y | -42.2% | -85.3% | +43.1% | -40.2% |
| All | -2.1% | -80.5% | +78.3% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling