+184.3%
XLB vs RUN
-31.9%
+216.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.4% | +1.3% | -2.6% | -1.5% |
| 30D | -0.4% | -15.3% | +14.9% | +1.0% |
| 3M | +2.0% | -40.0% | +42.0% | +6.4% |
| 6M | +1.8% | -27.0% | +28.8% | +3.8% |
| YTD | +16.6% | -51.7% | +68.3% | +22.0% |
| 1Y | +16.9% | -45.9% | +62.8% | +20.1% |
| 3Y | +32.6% | -43.8% | +76.3% | +21.4% |
| 5Y | +35.6% | -80.5% | +116.1% | +31.6% |
| 10Y | +160.0% | +45.3% | +114.8% | +89.3% |
| All | +184.3% | -31.9% | +216.2% | +110.3% |
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