+277.0%
IR vs RUN
+77.4%
+199.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.5% | -1.5% |
| 7D | -1.9% | -1.8% | -0.1% | -1.7% |
| 30D | -15.0% | -10.8% | -4.2% | -14.0% |
| 3M | -0.4% | -30.2% | +29.7% | +3.3% |
| 6M | -15.0% | -22.3% | +7.3% | -13.5% |
| YTD | -7.1% | -52.2% | +45.1% | -1.3% |
| 1Y | -7.5% | -45.1% | +37.6% | -4.3% |
| 3Y | +6.3% | -37.1% | +43.4% | -6.7% |
| 5Y | +37.3% | -80.3% | +117.6% | +33.1% |
| All | +277.0% | +77.4% | +199.6% | +121.0% |
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