+40.3%
RUN vs BB
+1.6%
+38.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.4% |
| 7D | -3.7% | -0.4% | -3.3% | -3.6% |
| 30D | -13.0% | -12.5% | -0.5% | -9.5% |
| 3M | -31.8% | -17.4% | -14.4% | -29.4% |
| 6M | -32.2% | +119.1% | -151.4% | -50.6% |
| YTD | -53.5% | +102.4% | -155.9% | -64.9% |
| 1Y | -46.5% | +98.2% | -144.7% | -59.4% |
| 3Y | -37.6% | +46.9% | -84.5% | -51.1% |
| 5Y | -80.9% | -26.4% | -54.5% | -82.7% |
| All | +40.3% | +1.6% | +38.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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