-53.4%
W vs RUN
-83.2%
+29.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +5.4% |
| 7D | +3.3% | +18.1% | -14.8% | -3.4% |
| 30D | +10.5% | +27.5% | -17.0% | -0.1% |
| 3M | +9.6% | -4.5% | +14.1% | +9.2% |
| 6M | +76.4% | -33.3% | +109.7% | +98.3% |
| YTD | +16.4% | -47.1% | +63.5% | +32.7% |
| 1Y | +9.3% | -43.1% | +52.5% | +20.0% |
| 3Y | +172.8% | -3.0% | +175.8% | +43.6% |
| 5Y | -53.4% | -82.6% | +29.2% | -49.1% |
| All | -53.4% | -83.2% | +29.8% | -49.1% |
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 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