-8.7%
COMP vs RUN
-85.3%
+76.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | 0.0% | -13.5% | +13.5% | +4.4% |
| 30D | +16.6% | +18.3% | -1.7% | +10.0% |
| 3M | -23.5% | -12.5% | -11.0% | -21.3% |
| 6M | +25.7% | -40.3% | +66.1% | +43.2% |
| YTD | -3.4% | -53.1% | +49.7% | +12.2% |
| 1Y | +7.6% | -54.3% | +61.9% | +24.9% |
| 3Y | +423.6% | -6.5% | +430.1% | +185.1% |
| All | -8.7% | -85.3% | +76.6% | +7.8% |
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