+49.1%
D vs RUN
+68.6%
-19.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -1.4% | -13.5% | +12.2% | -0.7% |
| 30D | +7.7% | +18.3% | -10.6% | +6.6% |
| 3M | -0.3% | -12.5% | +12.2% | +0.1% |
| 6M | +10.1% | -40.3% | +50.4% | +12.4% |
| YTD | +19.1% | -53.1% | +72.2% | +22.0% |
| 1Y | +15.9% | -54.3% | +70.2% | +18.7% |
| 3Y | +75.0% | -6.5% | +81.5% | +61.1% |
| 5Y | +13.4% | -85.3% | +98.7% | +12.2% |
| All | +49.1% | +68.6% | -19.4% | +22.8% |
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