+135.4%
DD vs RUN
-33.9%
+169.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +5.0% | -13.5% | +18.5% | +6.5% |
| 30D | +19.7% | +18.3% | +1.4% | +17.0% |
| 3M | +7.2% | -12.5% | +19.7% | +8.2% |
| 6M | +1.0% | -40.3% | +41.4% | +5.8% |
| YTD | +29.1% | -53.1% | +82.2% | +36.5% |
| 1Y | +28.5% | -54.3% | +82.7% | +35.9% |
| 3Y | +89.4% | -6.5% | +96.0% | +62.9% |
| 5Y | +67.1% | -85.3% | +152.4% | +68.3% |
| 10Y | +97.5% | +68.9% | +28.7% | +42.6% |
| All | +135.4% | -33.9% | +169.3% | +74.9% |
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