-9.6%
RUN vs M
-41.7%
+32.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.1% | -10.5% | -5.0% |
| 7D | +18.1% | +2.5% | +15.5% | +16.3% |
| 30D | +27.5% | +10.1% | +17.4% | +22.8% |
| 3M | -4.5% | -0.9% | -3.6% | -5.1% |
| 6M | -33.3% | +30.2% | -63.5% | -39.3% |
| YTD | -47.1% | +16.3% | -63.4% | -50.2% |
| 1Y | -43.1% | +27.0% | -70.1% | -48.2% |
| 3Y | -3.0% | +154.5% | -157.5% | -29.9% |
| 5Y | -82.6% | -1.1% | -81.5% | -84.5% |
| 10Y | +103.3% | +0.5% | +102.8% | +39.3% |
| All | -9.6% | -41.7% | +32.1% | -4.9% |
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 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