+56.9%
ON vs RUN
-80.3%
+137.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.4% | +0.8% |
| 7D | -1.9% | -1.8% | -0.1% | -1.6% |
| 30D | -11.0% | -10.8% | -0.2% | -9.2% |
| 3M | -39.3% | -30.2% | -9.2% | -35.2% |
| 6M | +19.8% | -22.3% | +42.2% | +24.5% |
| YTD | +31.1% | -52.2% | +83.3% | +45.6% |
| 1Y | +46.0% | -45.1% | +91.1% | +55.9% |
| 3Y | -27.5% | -37.1% | +9.6% | -40.3% |
| 5Y | +56.9% | -80.3% | +137.2% | +52.3% |
| All | +56.9% | -80.3% | +137.2% | +52.3% |
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