+30.1%
Q vs RUN
-59.0%
+89.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.6% | +9.4% | +0.9% |
| 7D | +4.0% | +0.3% | +3.6% | +3.3% |
| 30D | -2.3% | +14.0% | -16.3% | -6.0% |
| 3M | -7.9% | -11.8% | +3.8% | -6.4% |
| 6M | -16.0% | -40.4% | +24.4% | -7.6% |
| YTD | +51.7% | -52.7% | +104.4% | +63.7% |
| 1Y | +28.3% | -52.5% | +80.9% | +37.9% |
| All | +30.1% | -59.0% | +89.1% | +41.3% |
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 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