+16.7%
S vs RUN
-38.9%
+55.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.4% |
| 7D | -7.7% | +1.3% | -9.0% | -7.8% |
| 30D | -5.3% | -15.3% | +9.9% | -4.2% |
| 3M | +20.3% | -40.0% | +60.3% | +25.1% |
| 6M | +47.4% | -27.0% | +74.3% | +49.9% |
| YTD | +32.5% | -51.7% | +84.2% | +38.5% |
| 1Y | +9.5% | -45.9% | +55.4% | +12.9% |
| All | +16.7% | -38.9% | +55.6% | +4.3% |
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