+38.3%
S vs RUN
-7.3%
+45.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +2.0% | -13.5% | +15.5% | +3.0% |
| 30D | -2.7% | +18.3% | -21.0% | -4.3% |
| 3M | -6.9% | -12.5% | +5.6% | -6.4% |
| 6M | +38.1% | -40.3% | +78.4% | +42.3% |
| YTD | +48.0% | -53.1% | +101.1% | +53.9% |
| 1Y | +34.5% | -54.3% | +88.7% | +39.9% |
| 3Y | +38.3% | -6.5% | +44.8% | +21.0% |
| All | +38.3% | -7.3% | +45.6% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling