+319.2%
INTC vs RUN
-31.9%
+351.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +5.0% | +4.6% |
| 7D | +7.1% | +1.3% | +5.8% | +6.9% |
| 30D | -5.2% | -15.3% | +10.0% | -3.4% |
| 3M | -14.3% | -40.0% | +25.7% | -8.8% |
| 6M | +110.2% | -27.0% | +137.1% | +117.8% |
| YTD | +159.6% | -51.7% | +211.3% | +177.2% |
| 1Y | +289.3% | -45.9% | +335.2% | +306.9% |
| 3Y | +166.1% | -43.8% | +209.8% | +143.2% |
| 5Y | +94.4% | -80.5% | +174.9% | +90.3% |
| 10Y | +227.7% | +45.3% | +182.4% | +134.7% |
| All | +319.2% | -31.9% | +351.1% | +205.2% |
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 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