+301.6%
LOW vs RUN
-33.9%
+335.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +1.4% | -13.5% | +14.9% | +2.9% |
| 30D | +21.7% | +18.3% | +3.4% | +19.1% |
| 3M | +5.0% | -12.5% | +17.5% | +6.0% |
| 6M | +4.6% | -40.3% | +44.9% | +9.3% |
| YTD | -3.5% | -53.1% | +49.6% | +1.6% |
| 1Y | +0.5% | -54.3% | +54.8% | +5.8% |
| 3Y | +24.8% | -6.5% | +31.3% | +6.2% |
| 5Y | +6.5% | -85.3% | +91.7% | +6.5% |
| 10Y | +294.6% | +68.9% | +225.7% | +191.7% |
| All | +301.6% | -33.9% | +335.5% | +203.3% |
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