-82.8%
RUN vs M
-11.5%
-71.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +3.3% |
| 7D | +33.4% | -4.3% | +37.7% | +35.3% |
| 30D | +31.1% | +1.3% | +29.9% | +29.3% |
| 3M | +6.4% | -7.4% | +13.8% | +9.1% |
| 6M | -22.2% | +18.3% | -40.6% | -29.6% |
| YTD | -45.8% | +7.6% | -53.3% | -48.8% |
| 1Y | -51.1% | +17.4% | -68.5% | -56.2% |
| 3Y | -3.0% | +108.4% | -111.4% | -39.3% |
| All | -82.8% | -11.5% | -71.4% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling