-49.3%
COMP vs RUN
-84.0%
+34.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.1% | +9.6% | +10.4% |
| 7D | +13.4% | +33.4% | -20.0% | +3.4% |
| 30D | +11.1% | +31.1% | -20.0% | +1.8% |
| 3M | -18.8% | +6.4% | -25.2% | -21.3% |
| 6M | +10.5% | -22.2% | +32.7% | +15.7% |
| YTD | -3.4% | -45.8% | +42.4% | +7.2% |
| 1Y | +19.7% | -51.1% | +70.8% | +35.3% |
| 3Y | +381.6% | -3.0% | +384.6% | +179.3% |
| 5Y | -17.6% | -82.2% | +64.6% | -20.1% |
| All | -49.3% | -84.0% | +34.7% | -51.4% |
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