+124.6%
O vs RUN
-31.9%
+156.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.8% |
| 7D | -0.7% | +1.3% | -2.0% | -0.8% |
| 30D | -1.9% | -15.3% | +13.4% | -0.9% |
| 3M | +3.8% | -40.0% | +43.9% | +6.9% |
| 6M | -4.7% | -27.0% | +22.2% | -3.6% |
| YTD | +12.5% | -51.7% | +64.2% | +15.9% |
| 1Y | +10.8% | -45.9% | +56.7% | +12.6% |
| 3Y | +28.8% | -43.8% | +72.5% | +19.8% |
| 5Y | +13.2% | -80.5% | +93.7% | +9.8% |
| 10Y | +53.5% | +45.3% | +8.2% | +20.0% |
| All | +124.6% | -31.9% | +156.5% | +75.8% |
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 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