+40.5%
W vs RUN
-35.6%
+76.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.4% |
| 7D | +6.5% | +10.2% | -3.7% | +3.9% |
| 30D | -6.2% | -9.6% | +3.4% | -4.0% |
| 3M | +48.9% | -31.5% | +80.4% | +62.5% |
| 6M | +31.2% | -18.7% | +49.9% | +36.4% |
| YTD | -0.4% | -49.9% | +49.5% | +12.1% |
| 1Y | +14.8% | -45.5% | +60.3% | +23.3% |
| 3Y | +40.5% | -34.1% | +74.6% | +4.2% |
| All | +40.5% | -35.6% | +76.1% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling