-7.3%
RUN vs FIVE
+543.0%
-550.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +33.4% | -0.3% | +33.7% | +33.0% |
| 30D | +31.1% | +17.7% | +13.5% | +20.3% |
| 3M | +6.4% | +4.0% | +2.4% | +2.9% |
| 6M | -22.2% | +2.6% | -24.8% | -25.6% |
| YTD | -45.8% | +27.6% | -73.3% | -53.6% |
| 1Y | -51.1% | +59.9% | -111.1% | -62.7% |
| 3Y | -3.0% | +35.8% | -38.8% | -25.3% |
| 5Y | -82.2% | +14.4% | -96.7% | -85.5% |
| 10Y | +111.9% | +576.1% | -464.2% | -7.3% |
| All | -7.3% | +543.0% | -550.4% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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