-68.6%
S vs RUN
-83.2%
+14.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.4% | +10.4% | +8.5% |
| 7D | +1.6% | +18.1% | -16.5% | -2.0% |
| 30D | -10.5% | +27.5% | -38.0% | -15.2% |
| 3M | +9.9% | -4.5% | +14.4% | +9.2% |
| 6M | +41.8% | -33.3% | +75.1% | +49.4% |
| YTD | +56.8% | -47.1% | +103.9% | +67.4% |
| 1Y | +39.0% | -43.1% | +82.1% | +45.7% |
| 3Y | +53.8% | -3.0% | +56.8% | -1.4% |
| 5Y | -68.6% | -82.6% | +14.0% | -60.3% |
| All | -68.6% | -83.2% | +14.6% | -60.3% |
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 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