+68.6%
DD vs RUN
-83.2%
+151.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.2% |
| 7D | +3.2% | +3.2% | +0.1% | +2.7% |
| 30D | +20.3% | +19.5% | +0.8% | +17.7% |
| 3M | +8.2% | -9.6% | +17.7% | +8.7% |
| 6M | +3.4% | -37.3% | +40.7% | +7.2% |
| YTD | +30.6% | -50.7% | +81.3% | +36.6% |
| 1Y | +30.6% | -54.1% | +84.7% | +37.3% |
| 3Y | +91.1% | -3.9% | +95.0% | +65.9% |
| 5Y | +68.6% | -84.4% | +153.0% | +72.2% |
| All | +68.6% | -83.2% | +151.8% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling