-14.4%
RUN vs BG
+116.2%
-130.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.7% | +1.6% |
| 7D | +10.2% | +2.4% | +7.8% | +8.9% |
| 30D | -9.6% | +15.0% | -24.6% | -15.9% |
| 3M | -31.5% | -0.7% | -30.8% | -32.3% |
| 6M | -18.7% | +7.5% | -26.2% | -23.3% |
| YTD | -49.9% | +41.6% | -91.5% | -59.2% |
| 1Y | -45.5% | +50.7% | -96.2% | -57.5% |
| 3Y | -34.1% | +20.3% | -54.4% | -42.9% |
| 5Y | -79.4% | +85.2% | -164.7% | -86.5% |
| 10Y | +48.9% | +160.6% | -111.7% | -28.8% |
| All | -14.4% | +116.2% | -130.6% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling