-50.4%
COMP vs RUN
-86.1%
+35.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -10.6% | +3.2% | -4.3% |
| 7D | +7.2% | +0.3% | +6.8% | +6.5% |
| 30D | +6.4% | +14.0% | -7.6% | +1.6% |
| 3M | -19.4% | -11.8% | -7.7% | -17.3% |
| 6M | +14.6% | -40.4% | +54.9% | +30.2% |
| YTD | -5.5% | -52.7% | +47.2% | +9.2% |
| 1Y | +13.7% | -52.5% | +66.2% | +30.1% |
| 3Y | +409.7% | -7.7% | +417.4% | +196.0% |
| 5Y | -17.0% | -83.9% | +66.8% | -16.9% |
| All | -50.4% | -86.1% | +35.6% | -50.5% |
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 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