+252.8%
SPOT vs RUN
-6.4%
+259.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -3.1% | -3.7% | +0.6% | -2.6% |
| 30D | +7.4% | -13.0% | +20.4% | +9.4% |
| 3M | +8.2% | -31.8% | +40.0% | +13.5% |
| 6M | +2.2% | -32.2% | +34.4% | +6.0% |
| YTD | -9.5% | -53.5% | +44.0% | -3.1% |
| 1Y | -23.8% | -46.5% | +22.7% | -21.3% |
| 3Y | +233.5% | -37.6% | +271.1% | +164.8% |
| 5Y | +112.2% | -80.9% | +193.1% | +102.4% |
| All | +252.8% | -6.4% | +259.3% | +122.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling