+643.6%
COST vs RUN
-29.4%
+673.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.8% |
| 7D | -3.2% | +10.2% | -13.3% | -3.6% |
| 30D | -4.0% | -9.6% | +5.6% | -3.6% |
| 3M | -6.5% | -31.5% | +25.0% | -5.1% |
| 6M | -8.5% | -18.7% | +10.2% | -8.3% |
| YTD | +6.0% | -49.9% | +55.9% | +8.1% |
| 1Y | -5.8% | -45.5% | +39.7% | -4.8% |
| 3Y | +71.8% | -34.1% | +105.9% | +59.8% |
| 5Y | +106.2% | -79.4% | +185.7% | +100.4% |
| 10Y | +602.0% | +48.9% | +553.1% | +494.5% |
| All | +643.6% | -29.4% | +673.0% | +535.7% |
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