-10.2%
DOW vs RUN
-40.8%
+30.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.0% |
| 7D | -2.4% | -3.4% | +1.0% | -2.0% |
| 30D | -4.1% | -14.0% | +9.9% | -2.6% |
| 3M | -12.4% | -27.5% | +15.0% | -10.0% |
| 6M | -10.6% | -29.0% | +18.3% | -8.8% |
| YTD | +31.1% | -53.1% | +84.2% | +38.4% |
| 1Y | +30.5% | -46.7% | +77.2% | +34.4% |
| 3Y | -34.4% | -38.3% | +3.9% | -42.6% |
| 5Y | -35.5% | -80.7% | +45.2% | -37.9% |
| All | -10.2% | -40.8% | +30.6% | -52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling