+45.2%
RUN vs RL
+297.6%
-252.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.2% | -2.9% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | -10.8% | -17.5% | +6.7% | -1.8% |
| 3M | -30.2% | -14.0% | -16.2% | -25.1% |
| 6M | -22.3% | -2.0% | -20.4% | -22.9% |
| YTD | -52.2% | -4.6% | -47.6% | -51.3% |
| 1Y | -45.1% | +9.5% | -54.6% | -48.1% |
| 3Y | -37.1% | +200.5% | -237.6% | -65.5% |
| 5Y | -80.3% | +226.3% | -306.5% | -89.7% |
| 10Y | +45.2% | +304.8% | -259.6% | -32.2% |
| All | +45.2% | +297.6% | -252.4% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling