+42.1%
RF vs RUN
-82.6%
+124.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -0.9% | +33.4% | -34.3% | -3.7% |
| 30D | +6.0% | +31.1% | -25.1% | +3.1% |
| 3M | -8.9% | +6.4% | -15.3% | -9.9% |
| 6M | +2.3% | -22.2% | +24.6% | +3.6% |
| YTD | +7.6% | -45.8% | +53.3% | +11.2% |
| 1Y | +21.2% | -51.1% | +72.3% | +25.9% |
| 3Y | +108.5% | -3.0% | +111.5% | +75.6% |
| All | +42.1% | -82.6% | +124.7% | +40.9% |
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