+57.4%
INTC vs RUN
-53.7%
+111.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.0% | -4.0% |
| 7D | -39.0% | +18.5% | -57.5% | -41.1% |
| 30D | -49.8% | +15.5% | -65.4% | -51.4% |
| 3M | -42.2% | -20.3% | -21.9% | -39.8% |
| 6M | -39.2% | -30.8% | -8.4% | -34.6% |
| YTD | +57.9% | -52.2% | +110.1% | +68.8% |
| 1Y | +57.4% | -53.9% | +111.2% | +68.2% |
| All | +57.4% | -53.7% | +111.1% | +68.2% |
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