+84.9%
RUN vs M
-3.0%
+88.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.5% | -11.1% | -10.7% |
| 7D | +0.3% | +5.0% | -4.7% | -1.9% |
| 30D | +14.0% | +10.6% | +3.4% | +9.5% |
| 3M | -11.8% | +1.6% | -13.3% | -13.1% |
| 6M | -40.4% | +30.8% | -71.2% | -46.0% |
| YTD | -52.7% | +16.9% | -69.6% | -55.6% |
| 1Y | -52.5% | +26.3% | -78.8% | -56.8% |
| 3Y | -7.7% | +158.6% | -166.3% | -34.4% |
| 5Y | -83.9% | +2.1% | -85.9% | -85.8% |
| 10Y | +84.9% | -4.3% | +89.3% | +24.7% |
| All | +84.9% | -3.0% | +88.0% | +24.7% |
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