-85.1%
RUN vs BB
-17.6%
-67.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.4% |
| 7D | -13.5% | +1.8% | -15.4% | -14.3% |
| 30D | +18.3% | +8.1% | +10.2% | +12.1% |
| 3M | -12.5% | -1.0% | -11.5% | -14.9% |
| 6M | -40.3% | +45.9% | -86.2% | -55.8% |
| YTD | -53.1% | +134.8% | -187.9% | -74.1% |
| 1Y | -54.3% | +104.6% | -158.9% | -72.9% |
| 3Y | -6.5% | +152.8% | -159.3% | -57.9% |
| All | -85.1% | -17.6% | -67.5% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling