+73.3%
D vs RUN
-8.7%
+82.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.5% |
| 7D | +3.0% | +33.4% | -30.5% | +1.7% |
| 30D | +11.5% | +31.1% | -19.7% | +10.1% |
| 3M | +3.7% | +6.4% | -2.7% | +3.2% |
| 6M | +13.5% | -22.2% | +35.8% | +14.1% |
| YTD | +20.7% | -45.8% | +66.5% | +22.2% |
| 1Y | +18.2% | -51.1% | +69.4% | +20.0% |
| 3Y | +73.3% | -3.0% | +76.3% | +50.9% |
| All | +73.3% | -8.7% | +82.0% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling