+90.0%
RSG vs RUN
-81.0%
+171.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | 0.0% | -3.7% | +3.7% | 0.0% |
| 30D | +4.0% | -13.0% | +17.0% | +4.1% |
| 3M | +7.4% | -31.8% | +39.2% | +7.7% |
| 6M | +0.1% | -32.2% | +32.3% | +0.3% |
| YTD | +6.0% | -53.5% | +59.5% | +6.5% |
| 1Y | -3.0% | -46.5% | +43.6% | -2.9% |
| 3Y | +56.5% | -37.6% | +94.1% | +51.6% |
| All | +90.0% | -81.0% | +171.0% | +87.4% |
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