+45.2%
RUN vs COO
+36.7%
+8.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.2% | +1.7% | -0.3% |
| 7D | -1.8% | -9.0% | +7.2% | +4.6% |
| 30D | -10.8% | -16.8% | +6.0% | +0.9% |
| 3M | -30.2% | -7.5% | -22.7% | -26.9% |
| 6M | -22.3% | -16.3% | -6.1% | -13.6% |
| YTD | -52.2% | -22.5% | -29.6% | -43.7% |
| 1Y | -45.1% | -7.0% | -38.1% | -44.1% |
| 3Y | -37.1% | -27.5% | -9.6% | -25.9% |
| 5Y | -80.3% | -43.3% | -37.0% | -72.8% |
| 10Y | +45.2% | +37.6% | +7.6% | +25.2% |
| All | +45.2% | +36.7% | +8.5% | +25.2% |
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