+636.7%
DELL vs RUN
-38.5%
+675.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.4% | -5.2% |
| 7D | -1.9% | -3.4% | +1.5% | -1.7% |
| 30D | +14.9% | -14.0% | +28.8% | +16.0% |
| 3M | +37.2% | -27.5% | +64.7% | +40.0% |
| 6M | +254.0% | -29.0% | +283.0% | +262.2% |
| YTD | +306.1% | -53.1% | +359.2% | +318.4% |
| 1Y | +312.3% | -46.7% | +359.0% | +319.7% |
| All | +636.7% | -38.5% | +675.2% | +610.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling