+45.2%
PL vs RUN
-82.7%
+127.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -2.4% | +16.9% | +15.1% |
| 7D | +10.9% | +18.1% | -7.2% | +5.4% |
| 30D | -16.4% | +27.5% | -43.8% | -22.5% |
| 3M | -39.9% | -4.5% | -35.4% | -40.1% |
| 6M | -63.2% | -33.3% | -29.9% | -59.7% |
| YTD | -27.1% | -47.1% | +19.9% | -18.6% |
| 1Y | +12.2% | -43.1% | +55.3% | +22.5% |
| 3Y | +584.3% | -3.0% | +587.3% | +378.2% |
| 5Y | +37.0% | -82.6% | +119.6% | +30.3% |
| All | +45.2% | -82.7% | +127.8% | +37.8% |
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 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