-35.9%
DOW vs RUN
-80.3%
+44.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.2% |
| 7D | -6.0% | -1.8% | -4.2% | -5.9% |
| 30D | -2.7% | -10.8% | +8.1% | -2.0% |
| 3M | -10.5% | -30.2% | +19.7% | -8.5% |
| 6M | -12.4% | -22.3% | +9.9% | -12.0% |
| YTD | +30.0% | -52.2% | +82.2% | +34.8% |
| 1Y | +27.8% | -45.1% | +72.9% | +30.1% |
| 3Y | -34.9% | -37.1% | +2.2% | -40.7% |
| 5Y | -35.9% | -80.3% | +44.4% | -38.2% |
| All | -35.9% | -80.3% | +44.4% | -38.2% |
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