+309.9%
EMR vs RUN
-31.9%
+341.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | -1.5% | +1.3% | -2.8% | -1.7% |
| 30D | -5.6% | -15.3% | +9.6% | -4.1% |
| 3M | +7.9% | -40.0% | +48.0% | +13.2% |
| 6M | +6.0% | -27.0% | +33.0% | +8.6% |
| YTD | +16.4% | -51.7% | +68.1% | +23.0% |
| 1Y | +16.6% | -45.9% | +62.5% | +20.8% |
| 3Y | +62.9% | -43.8% | +106.6% | +48.9% |
| 5Y | +60.1% | -80.5% | +140.6% | +55.7% |
| 10Y | +268.8% | +45.3% | +223.5% | +150.5% |
| All | +309.9% | -31.9% | +341.8% | +182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling