+55.2%
D vs RUN
-25.4%
+80.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.4% |
| 7D | +0.8% | +18.1% | -17.3% | -0.1% |
| 30D | +10.7% | +27.5% | -16.8% | +9.3% |
| 3M | +2.3% | -4.5% | +6.8% | +2.3% |
| 6M | +12.5% | -33.3% | +45.8% | +14.1% |
| YTD | +20.1% | -47.1% | +67.2% | +22.1% |
| 1Y | +15.6% | -43.1% | +58.7% | +16.9% |
| 3Y | +75.2% | -3.0% | +78.2% | +62.7% |
| 5Y | +14.6% | -82.6% | +97.2% | +12.3% |
| 10Y | +43.8% | +103.3% | -59.6% | +21.4% |
| All | +55.2% | -25.4% | +80.6% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling