-34.1%
RUN vs BB
+68.2%
-102.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.9% |
| 7D | +10.2% | +0.5% | +9.6% | +9.9% |
| 30D | -9.6% | -12.4% | +2.8% | -5.4% |
| 3M | -31.5% | -15.3% | -16.2% | -29.3% |
| 6M | -18.7% | +128.8% | -147.5% | -48.1% |
| YTD | -49.9% | +107.7% | -157.5% | -66.2% |
| 1Y | -45.5% | +103.9% | -149.4% | -62.9% |
| 3Y | -34.1% | +72.6% | -106.7% | -60.5% |
| All | -34.1% | +68.2% | -102.3% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling