+55.5%
D vs RUN
-33.3%
+88.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.6% | +10.8% | +0.7% |
| 7D | +2.4% | +0.3% | +2.0% | +2.3% |
| 30D | +10.9% | +14.0% | -3.1% | +10.1% |
| 3M | +2.8% | -11.8% | +14.6% | +3.2% |
| 6M | +12.7% | -40.4% | +53.1% | +14.9% |
| YTD | +20.3% | -52.7% | +73.0% | +23.0% |
| 1Y | +17.1% | -52.5% | +69.7% | +19.5% |
| 3Y | +75.1% | -7.7% | +82.9% | +63.0% |
| 5Y | +13.1% | -83.9% | +97.0% | +11.2% |
| 10Y | +48.3% | +84.9% | -36.7% | +25.8% |
| All | +55.5% | -33.3% | +88.8% | +33.1% |
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