-7.3%
RUN vs M
-46.0%
+38.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +2.6% |
| 7D | +33.4% | -4.3% | +37.7% | +34.7% |
| 30D | +31.1% | +1.3% | +29.9% | +30.0% |
| 3M | +6.4% | -7.4% | +13.8% | +8.3% |
| 6M | -22.2% | +18.3% | -40.6% | -26.9% |
| YTD | -45.8% | +7.6% | -53.3% | -47.6% |
| 1Y | -51.1% | +17.4% | -68.5% | -54.2% |
| 3Y | -3.0% | +108.4% | -111.4% | -25.6% |
| 5Y | -82.2% | -10.6% | -71.6% | -83.6% |
| 10Y | +111.9% | -3.2% | +115.1% | +48.2% |
| All | -7.3% | -46.0% | +38.7% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling