+569.8%
DELL vs RUN
-85.3%
+655.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.3% | -8.5% | -7.3% |
| 7D | +4.9% | -13.5% | +18.4% | +6.1% |
| 30D | -32.1% | +18.3% | -50.4% | -33.4% |
| 3M | -30.2% | -12.5% | -17.8% | -29.8% |
| 6M | +41.7% | -40.3% | +82.0% | +47.1% |
| YTD | +176.6% | -53.1% | +229.7% | +187.1% |
| 1Y | +159.9% | -54.3% | +214.2% | +170.0% |
| 3Y | +388.0% | -6.5% | +394.5% | +326.4% |
| All | +569.8% | -85.3% | +655.1% | +577.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling