-10.2%
COMP vs RUN
-84.6%
+74.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.4% | +1.4% |
| 7D | +2.2% | +3.2% | -1.0% | +0.6% |
| 30D | +16.3% | +19.5% | -3.2% | +9.3% |
| 3M | -19.1% | -9.6% | -9.6% | -17.6% |
| 6M | +17.1% | -37.3% | +54.4% | +31.5% |
| YTD | -2.9% | -50.7% | +47.8% | +11.1% |
| 1Y | +8.8% | -54.1% | +62.9% | +26.3% |
| 3Y | +423.5% | -3.9% | +427.4% | +184.1% |
| All | -10.2% | -84.6% | +74.4% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling