+238.6%
P vs RUN
-82.6%
+321.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.4% |
| 7D | -23.8% | +33.4% | -57.2% | -27.2% |
| 30D | -36.6% | +31.1% | -67.8% | -39.3% |
| 3M | +10.9% | +6.4% | +4.5% | +8.9% |
| 6M | +30.0% | -22.2% | +52.2% | +32.7% |
| YTD | +44.4% | -45.8% | +90.1% | +51.6% |
| 1Y | +3.9% | -51.1% | +55.1% | +10.2% |
| 3Y | +176.6% | -3.0% | +179.6% | +123.7% |
| All | +238.6% | -82.6% | +321.2% | +242.3% |
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