+3.3%
EXC vs RUN
-25.9%
+29.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.0% |
| 7D | -1.2% | +33.4% | -34.6% | -1.6% |
| 30D | +10.0% | +31.1% | -21.2% | +9.4% |
| 3M | +1.6% | +6.4% | -4.8% | +0.9% |
| 6M | +3.3% | -22.2% | +25.5% | 0.0% |
| All | +3.3% | -25.9% | +29.2% | 0.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling