+32.0%
Q vs RUN
-58.6%
+90.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.3% | +2.8% |
| 7D | +6.6% | -1.8% | +8.4% | +7.0% |
| 30D | -6.6% | -10.8% | +4.3% | -4.3% |
| 3M | -13.2% | -30.2% | +16.9% | -6.6% |
| 6M | +9.9% | -22.3% | +32.3% | +15.8% |
| YTD | +53.9% | -52.2% | +106.1% | +67.2% |
| All | +32.0% | -58.6% | +90.6% | +44.4% |
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 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