+365.6%
NDAQ vs RUN
+43.4%
+322.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -2.2% |
| 7D | -6.8% | -3.4% | -3.4% | -6.5% |
| 30D | -3.2% | -14.0% | +10.8% | -2.1% |
| 3M | +6.5% | -27.5% | +34.0% | +8.8% |
| 6M | +5.7% | -29.0% | +34.7% | +7.6% |
| YTD | -4.6% | -53.1% | +48.5% | -0.4% |
| 1Y | -1.6% | -46.7% | +45.2% | +0.9% |
| 3Y | +86.4% | -38.3% | +124.8% | +68.2% |
| 5Y | +50.3% | -80.7% | +131.0% | +45.9% |
| All | +365.6% | +43.4% | +322.3% | +229.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling