+104.7%
COST vs RUN
-81.3%
+186.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -2.5% | -3.4% | +0.9% | -2.4% |
| 30D | -4.4% | -14.0% | +9.5% | -4.0% |
| 3M | -8.1% | -27.5% | +19.4% | -7.2% |
| 6M | -9.2% | -29.0% | +19.7% | -8.6% |
| YTD | +5.1% | -53.1% | +58.2% | +7.0% |
| 1Y | -5.1% | -46.7% | +41.6% | -4.4% |
| 3Y | +70.4% | -38.3% | +108.7% | +58.0% |
| 5Y | +104.7% | -80.7% | +185.4% | +101.8% |
| All | +104.7% | -81.3% | +186.0% | +101.8% |
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