+649.0%
P vs RUN
+66.4%
+582.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.1% | +9.4% | +4.5% |
| 7D | +17.8% | -13.7% | +31.5% | +20.7% |
| 30D | -29.9% | +9.4% | -39.2% | -31.9% |
| 3M | -1.2% | -13.4% | +12.2% | -0.2% |
| 6M | +32.1% | -39.6% | +71.7% | +41.7% |
| YTD | +64.3% | -53.7% | +118.0% | +79.7% |
| 1Y | +24.3% | -56.2% | +80.5% | +37.2% |
| 3Y | +203.2% | -9.7% | +213.0% | +126.5% |
| 5Y | +290.4% | -85.5% | +375.9% | +303.0% |
| All | +649.0% | +66.4% | +582.6% | +291.7% |
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