-27.5%
DOW vs RUN
-85.3%
+57.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +5.2% | -13.5% | +18.7% | +6.2% |
| 30D | +13.2% | +18.3% | -5.1% | +11.4% |
| 3M | +10.1% | -12.5% | +22.6% | +10.6% |
| 6M | -13.1% | -40.3% | +27.2% | -10.6% |
| YTD | +46.1% | -53.1% | +99.2% | +51.1% |
| 1Y | +50.0% | -54.3% | +104.3% | +55.2% |
| 3Y | -20.2% | -6.5% | -13.7% | -29.6% |
| All | -27.5% | -85.3% | +57.8% | -28.4% |
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 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