-44.8%
COMP vs RUN
-85.8%
+41.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | +1.4% | +1.3% | +0.1% | +1.0% |
| 30D | -13.3% | -15.3% | +1.9% | -9.3% |
| 3M | +41.1% | -40.0% | +81.1% | +62.2% |
| 6M | +17.2% | -27.0% | +44.1% | +25.3% |
| YTD | +5.2% | -51.7% | +56.9% | +22.1% |
| 1Y | +18.9% | -45.9% | +64.8% | +28.6% |
| 3Y | +215.9% | -43.8% | +259.7% | +129.1% |
| 5Y | -31.2% | -80.5% | +49.3% | -33.0% |
| All | -44.8% | -85.8% | +41.0% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling