+151.3%
W vs RUN
-31.9%
+183.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.7% |
| 7D | -4.2% | +1.3% | -5.4% | -4.6% |
| 30D | -7.6% | -15.3% | +7.7% | -2.7% |
| 3M | +37.2% | -40.0% | +77.2% | +61.7% |
| 6M | +26.3% | -27.0% | +53.3% | +37.4% |
| YTD | -1.0% | -51.7% | +50.7% | +17.8% |
| 1Y | +20.1% | -45.9% | +66.0% | +32.2% |
| 3Y | +37.8% | -43.8% | +81.6% | +5.9% |
| 5Y | -63.7% | -80.5% | +16.8% | -61.3% |
| 10Y | +156.3% | +45.3% | +111.1% | +42.4% |
| All | +151.3% | -31.9% | +183.2% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling