+561.0%
NDAQ vs RUN
-31.9%
+593.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | -2.4% | +1.3% | -3.7% | -2.6% |
| 30D | +2.5% | -15.3% | +17.7% | +3.6% |
| 3M | +9.9% | -40.0% | +49.9% | +13.7% |
| 6M | +9.4% | -27.0% | +36.4% | +10.9% |
| YTD | +0.4% | -51.7% | +52.1% | +4.2% |
| 1Y | +4.0% | -45.9% | +49.9% | +6.2% |
| 3Y | +94.4% | -43.8% | +138.2% | +79.8% |
| 5Y | +56.7% | -80.5% | +137.2% | +52.2% |
| 10Y | +375.3% | +45.3% | +330.0% | +279.5% |
| All | +561.0% | -31.9% | +593.0% | +429.3% |
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