-79.4%
RUN vs M
+24.8%
-104.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.3% | +4.9% |
| 7D | +10.2% | +2.4% | +7.8% | +8.9% |
| 30D | -9.6% | -11.6% | +2.0% | -4.4% |
| 3M | -31.5% | +1.6% | -33.1% | -32.1% |
| 6M | -18.7% | +25.2% | -43.9% | -27.3% |
| YTD | -49.9% | +3.8% | -53.6% | -51.1% |
| 1Y | -45.5% | +36.3% | -81.9% | -53.7% |
| 3Y | -34.1% | +116.3% | -150.4% | -57.0% |
| 5Y | -79.4% | +28.2% | -107.6% | -82.5% |
| All | -79.4% | +24.8% | -104.3% | -82.5% |
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