-53.2%
S vs RUN
-84.2%
+30.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -7.7% | +1.3% | -9.0% | -8.0% |
| 30D | -5.3% | -15.3% | +9.9% | -2.7% |
| 3M | +20.3% | -40.0% | +60.3% | +31.5% |
| 6M | +47.4% | -27.0% | +74.3% | +52.8% |
| YTD | +32.5% | -51.7% | +84.2% | +45.8% |
| 1Y | +9.5% | -45.9% | +55.4% | +15.8% |
| 3Y | +15.5% | -43.8% | +59.3% | -10.4% |
| 5Y | -71.2% | -80.5% | +9.3% | -70.9% |
| All | -53.2% | -84.2% | +30.9% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling