-7.3%
RUN vs COO
+41.1%
-48.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +2.2% |
| 7D | +33.4% | +4.7% | +28.7% | +29.4% |
| 30D | +31.1% | +13.9% | +17.2% | +20.6% |
| 3M | +6.4% | -14.9% | +21.3% | +15.7% |
| 6M | -22.2% | +2.0% | -24.2% | -26.1% |
| YTD | -45.8% | -23.9% | -21.8% | -37.2% |
| 1Y | -51.1% | -9.6% | -41.5% | -49.8% |
| 3Y | -3.0% | -25.4% | +22.4% | +9.3% |
| 5Y | -82.2% | -41.2% | -41.1% | -76.8% |
| 10Y | +111.9% | +42.1% | +69.8% | +96.0% |
| All | -7.3% | +41.1% | -48.4% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling