+111.9%
INTC vs RUN
+68.6%
+43.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.7% |
| 7D | +6.0% | -13.5% | +19.5% | +8.0% |
| 30D | -39.2% | +18.3% | -57.5% | -41.0% |
| 3M | -42.9% | -12.5% | -30.5% | -42.4% |
| 6M | -50.4% | -40.3% | -10.1% | -47.4% |
| YTD | +61.7% | -53.1% | +114.8% | +72.9% |
| 1Y | +66.1% | -54.3% | +120.4% | +77.8% |
| 3Y | +58.1% | -6.5% | +64.6% | +32.3% |
| 5Y | +27.9% | -85.3% | +113.1% | +31.0% |
| All | +111.9% | +68.6% | +43.4% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling