+200.5%
P vs RUN
-7.3%
+207.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | +11.6% | -13.5% | +25.1% | +13.0% |
| 30D | -23.7% | +18.3% | -42.0% | -25.5% |
| 3M | -8.0% | -12.5% | +4.5% | -7.4% |
| 6M | +27.9% | -40.3% | +68.2% | +33.3% |
| YTD | +61.2% | -53.1% | +114.3% | +69.4% |
| 1Y | +28.6% | -54.3% | +82.9% | +35.4% |
| 3Y | +200.5% | -6.5% | +207.0% | +152.4% |
| All | +200.5% | -7.3% | +207.8% | +152.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling