+281.3%
P vs RUN
-80.5%
+361.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +6.5% | +1.3% | +5.3% | +6.3% |
| 30D | +18.8% | -15.3% | +34.1% | +21.2% |
| 3M | +26.7% | -40.0% | +66.8% | +35.3% |
| 6M | +62.2% | -27.0% | +89.1% | +67.7% |
| YTD | +48.5% | -51.7% | +100.2% | +59.6% |
| 1Y | +26.4% | -45.9% | +72.3% | +33.0% |
| 3Y | +159.4% | -43.8% | +203.2% | +131.8% |
| All | +281.3% | -80.5% | +361.7% | +264.8% |
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