+254.8%
SPOT vs RUN
+0.8%
+254.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.3% | -3.1% |
| 7D | -2.9% | +10.2% | -13.0% | -4.3% |
| 30D | +8.3% | -9.6% | +17.9% | +9.7% |
| 3M | +5.1% | -31.5% | +36.6% | +10.1% |
| 6M | -6.5% | -18.7% | +12.2% | -5.7% |
| YTD | -9.0% | -49.9% | +40.9% | -3.6% |
| 1Y | -26.4% | -45.5% | +19.1% | -24.1% |
| 3Y | +240.0% | -34.1% | +274.1% | +168.4% |
| 5Y | +111.7% | -79.4% | +191.2% | +99.9% |
| All | +254.8% | +0.8% | +254.0% | +120.9% |
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