+518.9%
RSG vs RUN
-29.4%
+548.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.6% |
| 7D | -0.7% | +10.2% | -10.9% | -1.0% |
| 30D | +3.3% | -9.6% | +12.9% | +3.6% |
| 3M | +8.5% | -31.5% | +40.0% | +9.5% |
| 6M | -3.5% | -18.7% | +15.2% | -3.4% |
| YTD | +5.5% | -49.9% | +55.4% | +6.8% |
| 1Y | -1.7% | -45.5% | +43.8% | -1.1% |
| 3Y | +56.9% | -34.1% | +91.0% | +49.5% |
| 5Y | +89.4% | -79.4% | +168.8% | +86.0% |
| 10Y | +412.5% | +48.9% | +363.6% | +331.9% |
| All | +518.9% | -29.4% | +548.3% | +425.9% |
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 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