-14.4%
RUN vs INDA
+76.6%
-91.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.4% | +5.3% |
| 7D | +10.2% | -1.0% | +11.1% | +11.2% |
| 30D | -9.6% | -2.5% | -7.1% | -7.3% |
| 3M | -31.5% | +4.0% | -35.5% | -33.7% |
| 6M | -18.7% | -1.8% | -16.9% | -16.6% |
| YTD | -49.9% | -9.2% | -40.7% | -44.3% |
| 1Y | -45.5% | -7.2% | -38.3% | -40.7% |
| 3Y | -34.1% | +9.8% | -43.9% | -37.4% |
| 5Y | -79.4% | +7.5% | -86.9% | -79.6% |
| 10Y | +48.9% | +80.8% | -31.8% | -1.0% |
| All | -14.4% | +76.6% | -91.0% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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