+46.4%
RF vs RUN
-85.3%
+131.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | +1.9% | -13.5% | +15.5% | +3.2% |
| 30D | +7.3% | +18.3% | -11.0% | +5.3% |
| 3M | -7.9% | -12.5% | +4.6% | -7.3% |
| 6M | +10.5% | -40.3% | +50.8% | +14.7% |
| YTD | +9.6% | -53.1% | +62.7% | +14.8% |
| 1Y | +20.3% | -54.3% | +74.6% | +26.0% |
| 3Y | +119.5% | -6.5% | +126.0% | +84.4% |
| All | +46.4% | -85.3% | +131.7% | +42.2% |
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