+101.4%
DD vs RUN
-31.9%
+133.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -3.5% | +1.3% | -4.8% | -3.7% |
| 30D | -10.3% | -15.3% | +4.9% | -8.8% |
| 3M | -7.5% | -40.0% | +32.5% | -2.7% |
| 6M | -8.0% | -27.0% | +18.9% | -5.6% |
| YTD | +10.5% | -51.7% | +62.2% | +17.0% |
| 1Y | +38.3% | -45.9% | +84.2% | +43.3% |
| 3Y | +42.5% | -43.8% | +86.3% | +30.3% |
| 5Y | +60.2% | -80.5% | +140.6% | +55.8% |
| 10Y | +68.9% | +45.3% | +23.6% | +22.6% |
| All | +101.4% | -31.9% | +133.4% | +49.9% |
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