+62.2%
INTC vs RUN
-8.5%
+70.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +4.0% | -1.5% |
| 7D | +17.1% | -13.7% | +30.8% | +18.8% |
| 30D | -40.5% | +9.4% | -49.8% | -41.3% |
| 3M | -39.4% | -13.4% | -26.0% | -38.8% |
| 6M | -49.3% | -39.6% | -9.7% | -47.0% |
| YTD | +65.9% | -53.7% | +119.5% | +74.3% |
| 1Y | +61.5% | -56.2% | +117.7% | +70.3% |
| All | +62.2% | -8.5% | +70.7% | +52.1% |
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