+76.2%
O vs RUN
+68.6%
+7.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -0.4% | -13.5% | +13.2% | +0.6% |
| 30D | +7.1% | +18.3% | -11.2% | +5.5% |
| 3M | -5.2% | -12.5% | +7.2% | -4.7% |
| 6M | -1.8% | -40.3% | +38.5% | +1.2% |
| YTD | +9.1% | -53.1% | +62.2% | +12.7% |
| 1Y | +9.7% | -54.3% | +63.9% | +13.4% |
| 3Y | +39.1% | -6.5% | +45.6% | +20.9% |
| 5Y | +8.4% | -85.3% | +93.6% | +8.7% |
| All | +76.2% | +68.6% | +7.6% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling