+142.1%
GOOG vs RUN
-38.5%
+180.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.7% |
| 7D | -2.5% | -3.4% | +0.9% | -2.3% |
| 30D | -3.6% | -14.0% | +10.3% | -2.9% |
| 3M | -6.4% | -27.5% | +21.0% | -5.1% |
| 6M | +7.8% | -29.0% | +36.7% | +9.2% |
| YTD | +5.5% | -53.1% | +58.6% | +8.0% |
| 1Y | +38.3% | -46.7% | +85.0% | +40.5% |
| All | +142.1% | -38.5% | +180.6% | +128.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling