+332.7%
RF vs RUN
-31.9%
+364.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +1.3% | +1.3% | +0.1% | +1.1% |
| 30D | -3.6% | -15.3% | +11.6% | -1.9% |
| 3M | +8.1% | -40.0% | +48.1% | +14.2% |
| 6M | +11.5% | -27.0% | +38.4% | +14.2% |
| YTD | +15.6% | -51.7% | +67.3% | +22.8% |
| 1Y | +15.7% | -45.9% | +61.6% | +19.8% |
| 3Y | +86.9% | -43.8% | +130.7% | +65.9% |
| 5Y | +89.8% | -80.5% | +170.3% | +81.5% |
| 10Y | +344.7% | +45.3% | +299.4% | +178.0% |
| All | +332.7% | -31.9% | +364.7% | +176.5% |
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