-81.4%
RUN vs BG
+81.8%
-163.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.1% |
| 7D | -3.7% | +3.1% | -6.8% | -4.8% |
| 30D | -13.0% | +10.2% | -23.2% | -16.3% |
| 3M | -31.8% | -1.7% | -30.1% | -31.8% |
| 6M | -32.2% | +1.0% | -33.2% | -33.4% |
| YTD | -53.5% | +39.9% | -93.4% | -60.7% |
| 1Y | -46.5% | +53.2% | -99.8% | -57.0% |
| 3Y | -37.6% | +16.3% | -53.9% | -44.9% |
| All | -81.4% | +81.8% | -163.2% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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