+49.7%
D vs RUN
-31.9%
+81.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.5% | +1.3% | +0.2% | +1.4% |
| 30D | -2.6% | -15.3% | +12.7% | -1.9% |
| 3M | 0.0% | -40.0% | +40.0% | +2.2% |
| 6M | +7.4% | -27.0% | +34.3% | +8.4% |
| YTD | +15.9% | -51.7% | +67.6% | +18.5% |
| 1Y | +18.1% | -45.9% | +64.0% | +19.5% |
| 3Y | +58.4% | -43.8% | +102.1% | +51.0% |
| 5Y | +5.2% | -80.5% | +85.7% | +2.6% |
| 10Y | +35.9% | +45.3% | -9.4% | +15.8% |
| All | +49.7% | -31.9% | +81.6% | +28.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling