-50.2%
COMP vs RUN
-86.4%
+36.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +3.9% | -0.4% |
| 7D | +8.9% | -13.7% | +22.6% | +13.7% |
| 30D | +14.0% | +9.4% | +4.6% | +10.1% |
| 3M | -21.1% | -13.4% | -7.7% | -18.6% |
| 6M | +20.1% | -39.6% | +59.7% | +35.8% |
| YTD | -5.0% | -53.7% | +48.7% | +10.4% |
| 1Y | +5.7% | -56.2% | +61.9% | +23.9% |
| 3Y | +412.2% | -9.7% | +422.0% | +199.3% |
| 5Y | -12.1% | -85.5% | +73.4% | -10.0% |
| All | -50.2% | -86.4% | +36.2% | -50.0% |
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