-63.2%
W vs RUN
-81.0%
+17.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.4% |
| 7D | -0.9% | -3.7% | +2.8% | +0.4% |
| 30D | -4.2% | -13.0% | +8.8% | +0.4% |
| 3M | +26.9% | -31.8% | +58.7% | +44.4% |
| 6M | +31.2% | -32.2% | +63.5% | +47.3% |
| YTD | -1.8% | -53.5% | +51.6% | +19.2% |
| 1Y | +9.3% | -46.5% | +55.8% | +20.7% |
| 3Y | +33.2% | -37.6% | +70.8% | -12.4% |
| All | -63.2% | -81.0% | +17.7% | -61.5% |
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