+55.3%
RSG vs RUN
-38.5%
+93.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.6% |
| 7D | -1.8% | -3.4% | +1.6% | -1.8% |
| 30D | +2.8% | -14.0% | +16.7% | +2.7% |
| 3M | +4.3% | -27.5% | +31.8% | +4.0% |
| 6M | -0.5% | -29.0% | +28.4% | -0.8% |
| YTD | +5.2% | -53.1% | +58.3% | +4.8% |
| 1Y | -2.1% | -46.7% | +44.6% | -2.5% |
| All | +55.3% | -38.5% | +93.8% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling