+49.7%
D vs RUN
-31.9%
+81.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +0.4% | +1.3% | -0.8% | +0.4% |
| 30D | -3.6% | -15.3% | +11.7% | -2.9% |
| 3M | -1.0% | -40.0% | +39.0% | +1.1% |
| 6M | +6.3% | -27.0% | +33.2% | +7.3% |
| YTD | +14.7% | -51.7% | +66.4% | +17.3% |
| 1Y | +16.9% | -45.9% | +62.8% | +18.3% |
| 3Y | +56.8% | -43.8% | +100.6% | +49.5% |
| 5Y | +5.2% | -80.5% | +85.7% | +2.6% |
| 10Y | +35.9% | +45.3% | -9.4% | +15.8% |
| All | +49.7% | -31.9% | +81.6% | +28.3% |
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