-81.4%
RUN vs BR
+8.0%
-89.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -3.7% | -3.0% | -0.7% | -1.7% |
| 30D | -13.0% | -0.3% | -12.7% | -13.3% |
| 3M | -31.8% | +17.3% | -49.1% | -40.8% |
| 6M | -32.2% | -6.7% | -25.5% | -29.9% |
| YTD | -53.5% | -23.4% | -30.0% | -42.9% |
| 1Y | -46.5% | -32.7% | -13.9% | -25.7% |
| 3Y | -37.6% | -5.9% | -31.7% | -43.2% |
| All | -81.4% | +8.0% | -89.4% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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