+302.7%
RF vs RUN
-23.6%
+326.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -0.9% | +33.4% | -34.3% | -4.5% |
| 30D | +6.0% | +31.1% | -25.1% | +2.2% |
| 3M | -8.9% | +6.4% | -15.3% | -10.2% |
| 6M | +2.3% | -22.2% | +24.6% | +4.0% |
| YTD | +7.6% | -45.8% | +53.3% | +12.1% |
| 1Y | +21.2% | -51.1% | +72.3% | +27.2% |
| 3Y | +108.5% | -3.0% | +111.5% | +71.2% |
| 5Y | +43.2% | -82.2% | +125.5% | +39.7% |
| 10Y | +288.1% | +111.9% | +176.2% | +133.3% |
| All | +302.7% | -23.6% | +326.3% | +152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling