+606.1%
COST vs RUN
+42.2%
+563.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -1.2% | -3.7% | +2.5% | -1.0% |
| 30D | -4.7% | -13.0% | +8.3% | -4.1% |
| 3M | -7.1% | -31.8% | +24.7% | -5.6% |
| 6M | -8.5% | -32.2% | +23.7% | -7.3% |
| YTD | +5.4% | -53.5% | +58.9% | +8.1% |
| 1Y | -5.6% | -46.5% | +40.9% | -4.5% |
| 3Y | +68.5% | -37.6% | +106.1% | +55.4% |
| 5Y | +105.2% | -80.9% | +186.1% | +100.0% |
| All | +606.1% | +42.2% | +563.9% | +462.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling