-7.3%
RUN vs ES
+110.2%
-117.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +2.9% |
| 7D | +33.4% | +1.9% | +31.5% | +32.0% |
| 30D | +31.1% | +7.1% | +24.1% | +25.8% |
| 3M | +6.4% | -1.9% | +8.3% | +7.8% |
| 6M | -22.2% | +4.4% | -26.6% | -25.0% |
| YTD | -45.8% | +7.3% | -53.1% | -49.0% |
| 1Y | -51.1% | +2.1% | -53.3% | -53.0% |
| 3Y | -3.0% | +41.8% | -44.9% | -23.5% |
| 5Y | -82.2% | +1.4% | -83.7% | -83.0% |
| 10Y | +111.9% | +86.8% | +25.1% | +81.3% |
| All | -7.3% | +110.2% | -117.5% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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