+181.3%
XLE vs RUN
+43.6%
+137.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.2% |
| 7D | +0.3% | -1.8% | +2.1% | +0.5% |
| 30D | +8.5% | -10.8% | +19.4% | +9.5% |
| 3M | +14.6% | -30.2% | +44.8% | +17.5% |
| 6M | +17.6% | -22.3% | +39.9% | +18.5% |
| YTD | +48.1% | -52.2% | +100.3% | +54.1% |
| 1Y | +53.8% | -45.1% | +98.9% | +56.5% |
| 3Y | +56.2% | -37.1% | +93.3% | +37.8% |
| 5Y | +227.7% | -80.3% | +308.0% | +213.0% |
| 10Y | +181.3% | +45.2% | +136.1% | +59.4% |
| All | +181.3% | +43.6% | +137.7% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling