-19.9%
RUN vs INDA
+85.1%
-104.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | -13.5% | +1.1% | -14.6% | -14.6% |
| 30D | +18.3% | +9.4% | +8.9% | +8.4% |
| 3M | -12.5% | +2.9% | -15.4% | -14.7% |
| 6M | -40.3% | +7.2% | -47.6% | -43.7% |
| YTD | -53.1% | -4.8% | -48.3% | -50.1% |
| 1Y | -54.3% | -5.1% | -49.2% | -51.2% |
| 3Y | -6.5% | +16.7% | -23.2% | -16.1% |
| 5Y | -85.3% | +8.8% | -94.1% | -85.6% |
| 10Y | +68.9% | +116.2% | -47.3% | -1.3% |
| All | -19.9% | +85.1% | -104.9% | -45.4% |
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