+251.9%
LOW vs RUN
-29.4%
+281.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -2.2% |
| 7D | +0.4% | +10.2% | -9.8% | -0.7% |
| 30D | -10.1% | -9.6% | -0.5% | -9.2% |
| 3M | -2.9% | -31.5% | +28.6% | +0.6% |
| 6M | -19.4% | -18.7% | -0.7% | -18.5% |
| YTD | -15.4% | -49.9% | +34.5% | -11.2% |
| 1Y | -24.9% | -45.5% | +20.6% | -22.8% |
| 3Y | -7.8% | -34.1% | +26.3% | -18.1% |
| 5Y | +8.4% | -79.4% | +87.8% | +4.2% |
| 10Y | +226.8% | +48.9% | +177.8% | +141.3% |
| All | +251.9% | -29.4% | +281.3% | +165.0% |
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 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