+71.1%
RUN vs M
-8.5%
+79.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -5.4% |
| 7D | -13.7% | +0.6% | -14.3% | -14.1% |
| 30D | +9.4% | +7.0% | +2.4% | +6.3% |
| 3M | -13.4% | +3.1% | -16.6% | -15.1% |
| 6M | -39.6% | +33.5% | -73.1% | -45.6% |
| YTD | -53.7% | +13.4% | -67.1% | -56.1% |
| 1Y | -56.2% | +22.4% | -78.6% | -59.7% |
| 3Y | -9.7% | +150.9% | -160.6% | -35.1% |
| 5Y | -85.5% | -3.0% | -82.4% | -87.0% |
| All | +71.1% | -8.5% | +79.6% | +13.9% |
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