+73.3%
RUN vs COO
+41.1%
+32.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.8% |
| 7D | -13.5% | +0.5% | -14.0% | -13.8% |
| 30D | +18.3% | +14.2% | +4.1% | +8.1% |
| 3M | -12.5% | -18.2% | +5.7% | -1.7% |
| 6M | -40.3% | +5.3% | -45.7% | -44.8% |
| YTD | -53.1% | -23.6% | -29.5% | -45.3% |
| 1Y | -54.3% | -12.7% | -41.6% | -51.8% |
| 3Y | -6.5% | -24.2% | +17.7% | +4.4% |
| 5Y | -85.3% | -40.0% | -45.3% | -80.7% |
| All | +73.3% | +41.1% | +32.2% | +64.2% |
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