+93.9%
QQQ vs RUN
-81.3%
+175.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -0.9% |
| 7D | -1.3% | -3.4% | +2.1% | -0.9% |
| 30D | -1.4% | -14.0% | +12.6% | 0.0% |
| 3M | +2.3% | -27.5% | +29.8% | +5.0% |
| 6M | +16.9% | -29.0% | +45.9% | +19.8% |
| YTD | +15.6% | -53.1% | +68.7% | +21.5% |
| 1Y | +22.6% | -46.7% | +69.4% | +26.5% |
| 3Y | +93.5% | -38.3% | +131.8% | +72.7% |
| 5Y | +93.9% | -80.7% | +174.6% | +90.4% |
| All | +93.9% | -81.3% | +175.2% | +90.4% |
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