+358.3%
DELL vs RUN
-47.1%
+405.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.8% | +12.8% | +12.1% |
| 7D | +8.2% | -3.7% | +11.9% | +8.7% |
| 30D | +17.1% | -13.0% | +30.1% | +18.5% |
| 3M | +45.2% | -31.8% | +77.0% | +49.3% |
| 6M | +286.8% | -32.2% | +319.0% | +302.8% |
| YTD | +354.8% | -53.5% | +408.3% | +351.4% |
| 1Y | +358.3% | -46.5% | +404.8% | +368.4% |
| All | +358.3% | -47.1% | +405.3% | +368.4% |
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