+38.5%
D vs RUN
+43.6%
-5.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.5% |
| 7D | -0.4% | -1.8% | +1.3% | -0.4% |
| 30D | -2.1% | -10.8% | +8.8% | -1.5% |
| 3M | -0.7% | -30.2% | +29.4% | +0.8% |
| 6M | +5.6% | -22.3% | +27.9% | +6.3% |
| YTD | +14.6% | -52.2% | +66.7% | +17.5% |
| 1Y | +15.3% | -45.1% | +60.4% | +16.8% |
| 3Y | +59.1% | -37.1% | +96.2% | +49.8% |
| 5Y | +3.9% | -80.3% | +84.2% | +1.1% |
| 10Y | +38.5% | +45.2% | -6.7% | +10.8% |
| All | +38.5% | +43.6% | -5.1% | +10.8% |
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