+6.8%
NOW vs RUN
-80.5%
+87.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.5% | -2.9% |
| 7D | -2.4% | +1.3% | -3.6% | -2.6% |
| 30D | +20.5% | -15.3% | +35.8% | +22.5% |
| 3M | +18.3% | -40.0% | +58.4% | +24.6% |
| 6M | +24.1% | -27.0% | +51.0% | +26.8% |
| YTD | -7.8% | -51.7% | +43.9% | -2.3% |
| 1Y | -21.4% | -45.9% | +24.5% | -18.8% |
| 3Y | +19.5% | -43.8% | +63.3% | +2.8% |
| All | +6.8% | -80.5% | +87.3% | +11.3% |
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