+29.5%
XLB vs RUN
-53.7%
+83.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.4% |
| 7D | +3.9% | +18.5% | -14.5% | +2.5% |
| 30D | +8.9% | +15.5% | -6.6% | +7.5% |
| 3M | +4.1% | -20.3% | +24.4% | +5.4% |
| 6M | +7.3% | -30.8% | +38.1% | +9.3% |
| YTD | +20.4% | -52.2% | +72.6% | +23.2% |
| 1Y | +29.5% | -53.9% | +83.4% | +32.6% |
| All | +29.5% | -53.7% | +83.3% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling