+112.5%
NET vs RUN
-80.5%
+192.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | -7.0% | +1.3% | -8.2% | -7.4% |
| 30D | -4.8% | -15.3% | +10.5% | -1.3% |
| 3M | +3.8% | -40.0% | +43.8% | +16.2% |
| 6M | +50.0% | -27.0% | +77.0% | +56.7% |
| YTD | +41.5% | -51.7% | +93.2% | +57.8% |
| 1Y | +32.8% | -45.9% | +78.7% | +40.8% |
| 3Y | +335.9% | -43.8% | +379.7% | +198.3% |
| All | +112.5% | -80.5% | +192.9% | +115.3% |
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 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