+70.5%
NDAQ vs RUN
-84.0%
+154.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -10.6% | +12.0% | +2.1% |
| 7D | +2.9% | +0.3% | +2.5% | +2.7% |
| 30D | +17.5% | +14.0% | +3.5% | +16.1% |
| 3M | +15.4% | -11.8% | +27.2% | +15.9% |
| 6M | +24.6% | -40.4% | +65.0% | +28.0% |
| YTD | +14.4% | -52.7% | +67.1% | +18.1% |
| 1Y | +26.9% | -52.5% | +79.5% | +30.8% |
| 3Y | +119.8% | -7.7% | +127.6% | +90.9% |
| 5Y | +70.5% | -83.9% | +154.4% | +78.9% |
| All | +70.5% | -84.0% | +154.5% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling