-54.2%
COMP vs RUN
-84.2%
+30.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +12.3% | -20.5% | -11.8% |
| 7D | -1.8% | +30.0% | -31.8% | -9.8% |
| 30D | -0.8% | +27.0% | -27.8% | -8.2% |
| 3M | -28.1% | -5.9% | -22.2% | -27.8% |
| 6M | +27.0% | -26.7% | +53.7% | +34.9% |
| YTD | -12.8% | -46.4% | +33.6% | -2.9% |
| 1Y | +4.9% | -52.1% | +57.0% | +19.2% |
| 3Y | +321.0% | -8.9% | +330.0% | +150.9% |
| 5Y | -25.6% | -82.4% | +56.8% | -27.7% |
| All | -54.2% | -84.2% | +30.0% | -56.0% |
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 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