+67.3%
DD vs RUN
+43.4%
+23.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | -0.2% |
| 7D | -2.9% | -3.4% | +0.5% | -2.5% |
| 30D | -11.5% | -14.0% | +2.5% | -9.9% |
| 3M | -5.4% | -27.5% | +22.1% | -2.2% |
| 6M | -6.9% | -29.0% | +22.1% | -3.9% |
| YTD | +6.9% | -53.1% | +60.0% | +14.2% |
| 1Y | +35.6% | -46.7% | +82.4% | +41.4% |
| 3Y | +42.5% | -38.3% | +80.9% | +26.7% |
| 5Y | +58.5% | -80.7% | +139.2% | +54.0% |
| All | +67.3% | +43.4% | +23.9% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling