-79.4%
RUN vs COO
-39.5%
-40.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +5.6% |
| 7D | +10.2% | -2.3% | +12.5% | +11.9% |
| 30D | -9.6% | -8.8% | -0.8% | -3.8% |
| 3M | -31.5% | +1.3% | -32.8% | -32.8% |
| 6M | -18.7% | -11.6% | -7.1% | -12.4% |
| YTD | -49.9% | -17.4% | -32.5% | -43.0% |
| 1Y | -45.5% | -1.6% | -43.9% | -46.7% |
| 3Y | -34.1% | -22.6% | -11.5% | -26.1% |
| 5Y | -79.4% | -40.3% | -39.1% | -77.6% |
| All | -79.4% | -39.5% | -40.0% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling