-17.5%
RUN vs M
-46.6%
+29.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.3% |
| 7D | +1.3% | +4.7% | -3.5% | -0.2% |
| 30D | -15.3% | -9.6% | -5.6% | -12.4% |
| 3M | -40.0% | +0.9% | -40.9% | -40.1% |
| 6M | -27.0% | +22.3% | -49.2% | -31.7% |
| YTD | -51.7% | +6.5% | -58.2% | -52.8% |
| 1Y | -45.9% | +38.8% | -84.7% | -51.6% |
| 3Y | -43.8% | +115.9% | -159.7% | -56.8% |
| 5Y | -80.5% | +28.6% | -109.1% | -83.4% |
| 10Y | +45.3% | -2.5% | +47.8% | +2.3% |
| All | -17.5% | -46.6% | +29.1% | -9.9% |
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