+929.8%
GOOG vs RUN
-32.6%
+962.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.6% |
| 7D | -1.6% | -1.8% | +0.2% | -1.4% |
| 30D | -7.7% | -10.8% | +3.2% | -6.7% |
| 3M | -9.3% | -30.2% | +20.9% | -6.4% |
| 6M | +7.4% | -22.3% | +29.8% | +9.2% |
| YTD | +4.9% | -52.2% | +57.0% | +10.1% |
| 1Y | +37.2% | -45.1% | +82.3% | +41.2% |
| 3Y | +141.6% | -37.1% | +178.7% | +116.2% |
| 5Y | +128.8% | -80.3% | +209.0% | +121.9% |
| 10Y | +772.7% | +45.2% | +727.5% | +526.2% |
| All | +929.8% | -32.6% | +962.4% | +654.3% |
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 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