+45.2%
RUN vs M
-7.1%
+52.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.4% | -3.2% |
| 7D | -1.8% | -4.1% | +2.3% | -0.5% |
| 30D | -10.8% | -13.6% | +2.8% | -6.4% |
| 3M | -30.2% | -2.3% | -27.9% | -29.6% |
| 6M | -22.3% | +21.9% | -44.2% | -27.5% |
| YTD | -52.2% | -0.6% | -51.6% | -52.2% |
| 1Y | -45.1% | +29.7% | -74.8% | -50.0% |
| 3Y | -37.1% | +107.3% | -144.4% | -51.4% |
| 5Y | -80.3% | +20.5% | -100.8% | -82.9% |
| 10Y | +45.2% | -6.1% | +51.3% | -4.7% |
| All | +45.2% | -7.1% | +52.3% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling