+559.3%
ROKU vs RUN
+52.9%
+506.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -0.4% | -3.7% | +3.3% | +0.5% |
| 30D | +2.1% | -13.0% | +15.1% | +5.5% |
| 3M | +29.5% | -31.8% | +61.3% | +41.0% |
| 6M | +53.8% | -32.2% | +86.0% | +65.8% |
| YTD | +42.8% | -53.5% | +96.3% | +62.8% |
| 1Y | +60.7% | -46.5% | +107.3% | +72.7% |
| 3Y | +83.9% | -37.6% | +121.5% | +32.2% |
| 5Y | -52.8% | -80.9% | +28.0% | -54.1% |
| All | +559.3% | +52.9% | +506.4% | +120.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling