+58.1%
XLE vs RUN
-8.7%
+66.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -12.0% | +33.4% | -45.4% | -12.4% |
| 30D | -2.7% | +31.1% | -33.9% | -3.2% |
| 3M | +6.6% | +6.4% | +0.2% | +6.4% |
| 6M | +9.5% | -22.2% | +31.7% | +9.9% |
| YTD | +40.6% | -45.8% | +86.3% | +41.7% |
| 1Y | +43.6% | -51.1% | +94.7% | +45.0% |
| 3Y | +58.1% | -3.0% | +61.1% | +46.2% |
| All | +58.1% | -8.7% | +66.8% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling