+75.0%
D vs RUN
-7.3%
+82.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -1.4% | -13.5% | +12.2% | -0.8% |
| 30D | +7.7% | +18.3% | -10.6% | +6.8% |
| 3M | -0.3% | -12.5% | +12.2% | 0.0% |
| 6M | +10.1% | -40.3% | +50.4% | +11.8% |
| YTD | +19.1% | -53.1% | +72.2% | +21.2% |
| 1Y | +15.9% | -54.3% | +70.2% | +18.0% |
| 3Y | +75.0% | -6.5% | +81.5% | +52.8% |
| All | +75.0% | -7.3% | +82.3% | +52.8% |
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 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