-68.0%
U vs RUN
-80.3%
+12.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +1.5% |
| 7D | +4.5% | +10.2% | -5.7% | +1.3% |
| 30D | -0.6% | -9.6% | +9.0% | +2.2% |
| 3M | +48.4% | -31.5% | +79.9% | +63.8% |
| 6M | +115.4% | -18.7% | +134.1% | +120.4% |
| YTD | -3.2% | -49.9% | +46.7% | +12.6% |
| 1Y | -6.0% | -45.5% | +39.5% | +4.5% |
| 3Y | +13.5% | -34.1% | +47.6% | -25.3% |
| 5Y | -68.0% | -79.4% | +11.4% | -69.0% |
| All | -68.0% | -80.3% | +12.3% | -69.0% |
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 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