+43.3%
IR vs RUN
-80.3%
+123.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.0% |
| 7D | +0.6% | +10.2% | -9.5% | -0.3% |
| 30D | -13.6% | -9.6% | -4.0% | -12.9% |
| 3M | +3.7% | -31.5% | +35.2% | +6.9% |
| 6M | -13.1% | -18.7% | +5.6% | -12.1% |
| YTD | -5.1% | -49.9% | +44.8% | -1.0% |
| 1Y | -6.5% | -45.5% | +39.0% | -3.8% |
| 3Y | +8.5% | -34.1% | +42.6% | -2.4% |
| 5Y | +43.3% | -79.4% | +122.7% | +39.6% |
| All | +43.3% | -80.3% | +123.6% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling