+92.6%
NDAQ vs RUN
-35.6%
+128.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -2.0% |
| 7D | -2.6% | +10.2% | -12.7% | -2.9% |
| 30D | +0.5% | -9.6% | +10.1% | +0.8% |
| 3M | +9.9% | -31.5% | +41.4% | +11.3% |
| 6M | +8.2% | -18.7% | +26.9% | +8.5% |
| YTD | -1.5% | -49.9% | +48.4% | +0.4% |
| 1Y | +1.3% | -45.5% | +46.8% | +2.7% |
| 3Y | +92.6% | -34.1% | +126.7% | +79.7% |
| All | +92.6% | -35.6% | +128.2% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling