+319.1%
DELL vs RUN
-46.2%
+365.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +14.9% | +1.3% | +13.6% | +14.7% |
| 30D | +13.3% | -15.3% | +28.5% | +14.8% |
| 3M | +24.4% | -40.0% | +64.4% | +28.2% |
| 6M | +258.0% | -27.0% | +285.0% | +271.9% |
| YTD | +320.2% | -51.7% | +371.9% | +316.4% |
| 1Y | +319.1% | -45.9% | +364.9% | +314.9% |
| All | +319.1% | -46.2% | +365.2% | +314.9% |
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 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