+715.0%
P vs RUN
+46.3%
+668.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.0% |
| 7D | +7.8% | +10.2% | -2.3% | +5.9% |
| 30D | +12.3% | -9.6% | +21.9% | +14.2% |
| 3M | +37.1% | -31.5% | +68.6% | +46.0% |
| 6M | +66.1% | -18.7% | +84.8% | +70.1% |
| YTD | +50.9% | -49.9% | +100.8% | +65.0% |
| 1Y | +27.2% | -45.5% | +72.7% | +35.7% |
| 3Y | +158.7% | -34.1% | +192.8% | +110.3% |
| 5Y | +291.1% | -79.4% | +370.5% | +271.0% |
| 10Y | +715.0% | +48.9% | +666.0% | +339.6% |
| All | +715.0% | +46.3% | +668.6% | +339.6% |
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