-54.3%
S vs RUN
-84.3%
+30.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.6% | +0.9% |
| 7D | -1.2% | -1.8% | +0.6% | -0.9% |
| 30D | -12.6% | -10.8% | -1.7% | -10.9% |
| 3M | +27.6% | -30.2% | +57.7% | +35.4% |
| 6M | +35.5% | -22.3% | +57.8% | +38.7% |
| YTD | +29.6% | -52.2% | +81.8% | +42.8% |
| 1Y | +8.1% | -45.1% | +53.2% | +14.0% |
| 3Y | +14.8% | -37.1% | +51.9% | -15.1% |
| 5Y | -70.6% | -80.3% | +9.7% | -70.4% |
| All | -54.3% | -84.3% | +30.1% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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