+52.5%
NDAQ vs RUN
-80.3%
+132.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.6% |
| 7D | -1.6% | -1.8% | +0.2% | -1.5% |
| 30D | -1.5% | -10.8% | +9.4% | -0.8% |
| 3M | +8.0% | -30.2% | +38.2% | +10.3% |
| 6M | +7.7% | -22.3% | +30.1% | +8.6% |
| YTD | -2.3% | -52.2% | +49.8% | +1.1% |
| 1Y | +0.6% | -45.1% | +45.7% | +2.5% |
| 3Y | +90.9% | -37.1% | +128.0% | +73.5% |
| 5Y | +52.5% | -80.3% | +132.7% | +50.7% |
| All | +52.5% | -80.3% | +132.7% | +50.7% |
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 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