-71.5%
S vs RUN
-80.3%
+8.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -3.0% |
| 7D | -5.8% | +10.2% | -16.0% | -7.7% |
| 30D | -9.2% | -9.6% | +0.4% | -7.8% |
| 3M | +23.4% | -31.5% | +54.9% | +31.4% |
| 6M | +36.9% | -18.7% | +55.6% | +39.0% |
| YTD | +29.5% | -49.9% | +79.4% | +41.4% |
| 1Y | +5.4% | -45.5% | +50.9% | +11.4% |
| 3Y | +14.7% | -34.1% | +48.8% | -15.9% |
| 5Y | -71.5% | -79.4% | +7.9% | -71.6% |
| All | -71.5% | -80.3% | +8.8% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling