+143.3%
DELL vs RUN
-53.7%
+197.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.3% | -10.1% | -9.0% |
| 7D | -24.6% | +18.5% | -43.1% | -26.2% |
| 30D | -32.5% | +15.5% | -48.0% | -33.7% |
| 3M | -20.2% | -20.3% | +0.1% | -19.0% |
| 6M | +76.5% | -30.8% | +107.3% | +82.4% |
| YTD | +198.9% | -52.2% | +251.2% | +188.8% |
| 1Y | +143.3% | -53.9% | +197.2% | +135.1% |
| All | +143.3% | -53.7% | +197.1% | +135.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling