+308.9%
LOW vs RUN
-33.3%
+342.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.6% | +10.5% | +1.0% |
| 7D | +8.7% | +0.3% | +8.3% | +8.4% |
| 30D | +25.5% | +14.0% | +11.4% | +23.3% |
| 3M | +6.6% | -11.8% | +18.4% | +7.5% |
| 6M | +2.4% | -40.4% | +42.8% | +7.0% |
| YTD | -1.7% | -52.7% | +50.9% | +3.4% |
| 1Y | +1.7% | -52.5% | +54.2% | +6.6% |
| 3Y | +26.6% | -7.7% | +34.3% | +7.9% |
| 5Y | +10.1% | -83.9% | +94.0% | +8.9% |
| 10Y | +303.3% | +84.9% | +218.4% | +197.6% |
| All | +308.9% | -33.3% | +342.2% | +208.6% |
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 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