+707.9%
P vs RUN
+133.0%
+574.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +6.7% |
| 7D | -9.6% | +18.1% | -27.7% | -12.9% |
| 30D | -33.4% | +27.5% | -60.9% | -37.0% |
| 3M | +14.2% | -4.5% | +18.7% | +13.5% |
| 6M | +31.6% | -33.3% | +64.9% | +38.9% |
| YTD | +53.5% | -47.1% | +100.5% | +64.2% |
| 1Y | +14.2% | -43.1% | +57.3% | +20.2% |
| 3Y | +190.5% | -3.0% | +193.5% | +115.4% |
| 5Y | +256.3% | -82.6% | +338.9% | +254.6% |
| 10Y | +707.9% | +103.3% | +604.5% | +313.5% |
| All | +707.9% | +133.0% | +574.8% | +313.5% |
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