+7.1%
LOW vs RUN
-80.9%
+88.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.7% |
| 7D | -0.6% | -1.8% | +1.2% | -0.5% |
| 30D | -9.3% | -10.8% | +1.6% | -8.4% |
| 3M | -8.1% | -30.2% | +22.1% | -5.3% |
| 6M | -19.8% | -22.3% | +2.6% | -18.6% |
| YTD | -16.4% | -52.2% | +35.8% | -12.3% |
| 1Y | -24.7% | -45.1% | +20.4% | -22.8% |
| 3Y | -8.8% | -37.1% | +28.3% | -18.4% |
| All | +7.1% | -80.9% | +88.0% | +3.7% |
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 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