-17.5%
RUN vs COO
+57.5%
-74.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | +0.5% |
| 7D | +1.3% | -2.2% | +3.5% | +2.8% |
| 30D | -15.3% | -7.0% | -8.2% | -11.2% |
| 3M | -40.0% | +12.2% | -52.2% | -45.3% |
| 6M | -27.0% | -15.1% | -11.8% | -19.8% |
| YTD | -51.7% | -15.1% | -36.6% | -46.9% |
| 1Y | -45.9% | +2.3% | -48.2% | -48.1% |
| 3Y | -43.8% | -23.7% | -20.1% | -36.1% |
| 5Y | -80.5% | -38.9% | -41.6% | -74.9% |
| 10Y | +45.3% | +49.9% | -4.7% | +28.6% |
| All | -17.5% | +57.5% | -74.9% | -6.0% |
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 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