+31.6%
Q vs RUN
-54.2%
+85.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.4% | +9.3% | +7.4% |
| 7D | +8.4% | +18.1% | -9.6% | +4.4% |
| 30D | -1.2% | +27.5% | -28.7% | -6.8% |
| 3M | -9.3% | -4.5% | -4.8% | -8.9% |
| 6M | -15.0% | -33.3% | +18.3% | -8.4% |
| YTD | +53.5% | -47.1% | +100.5% | +62.3% |
| 1Y | +35.9% | -43.1% | +79.0% | +41.8% |
| All | +31.6% | -54.2% | +85.8% | +40.1% |
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