+84.9%
RUN vs COO
+38.3%
+46.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.6% | -10.0% | -10.2% |
| 7D | +0.3% | +4.5% | -4.2% | -2.8% |
| 30D | +14.0% | +16.9% | -2.9% | +2.5% |
| 3M | -11.8% | -16.7% | +5.0% | -2.1% |
| 6M | -40.4% | +5.9% | -46.3% | -45.0% |
| YTD | -52.7% | -22.4% | -30.2% | -45.4% |
| 1Y | -52.5% | -10.1% | -42.4% | -50.9% |
| 3Y | -7.7% | -22.8% | +15.0% | +1.7% |
| 5Y | -83.9% | -41.4% | -42.5% | -78.6% |
| 10Y | +84.9% | +41.3% | +43.7% | +73.0% |
| All | +84.9% | +38.3% | +46.6% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling