-72.4%
U vs RUN
-83.9%
+11.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.6% | +8.5% | +1.2% |
| 7D | +24.4% | +0.3% | +24.0% | +24.3% |
| 30D | +7.4% | +14.0% | -6.6% | +2.9% |
| 3M | +16.8% | -11.8% | +28.6% | +20.5% |
| 6M | +78.8% | -40.4% | +119.1% | +104.3% |
| YTD | +14.0% | -52.7% | +66.6% | +34.4% |
| 1Y | +16.7% | -52.5% | +69.3% | +36.2% |
| 3Y | +86.4% | -7.7% | +94.1% | +2.3% |
| All | -72.4% | -83.9% | +11.5% | -69.2% |
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