+3.6%
GOOG vs RUN
-53.7%
+57.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +2.0% | +3.1% |
| 7D | -10.7% | +18.5% | -29.2% | -12.1% |
| 30D | -16.4% | +15.5% | -31.9% | -17.6% |
| 3M | -23.4% | -20.3% | -3.1% | -21.9% |
| 6M | -24.2% | -30.8% | +6.6% | -22.2% |
| YTD | -8.3% | -52.2% | +44.0% | -6.3% |
| 1Y | +3.6% | -53.9% | +57.5% | +5.6% |
| All | +3.6% | -53.7% | +57.3% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling