+50.9%
O vs RUN
+43.4%
+7.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -3.5% | -3.4% | -0.2% | -3.3% |
| 30D | -3.3% | -14.0% | +10.6% | -2.3% |
| 3M | -2.8% | -27.5% | +24.6% | -0.9% |
| 6M | -5.8% | -29.0% | +23.2% | -4.3% |
| YTD | +9.4% | -53.1% | +62.5% | +13.5% |
| 1Y | +5.7% | -46.7% | +52.4% | +7.7% |
| 3Y | +27.2% | -38.3% | +65.6% | +15.2% |
| 5Y | +17.2% | -80.7% | +97.9% | +13.4% |
| All | +50.9% | +43.4% | +7.6% | -5.8% |
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