-14.4%
RUN vs BR
+277.8%
-292.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +5.4% |
| 7D | +10.2% | -5.9% | +16.1% | +14.7% |
| 30D | -9.6% | +1.9% | -11.5% | -11.4% |
| 3M | -31.5% | +14.7% | -46.2% | -38.9% |
| 6M | -18.7% | -12.8% | -5.9% | -12.7% |
| YTD | -49.9% | -23.0% | -26.8% | -41.4% |
| 1Y | -45.5% | -31.7% | -13.8% | -30.5% |
| 3Y | -34.1% | -4.8% | -29.3% | -36.7% |
| 5Y | -79.4% | +7.8% | -87.3% | -82.1% |
| 10Y | +48.9% | +184.1% | -135.1% | -23.9% |
| All | -14.4% | +277.8% | -292.2% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling