+149.9%
XLE vs RUN
-82.6%
+232.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -12.0% | +33.4% | -45.4% | -13.0% |
| 30D | -2.7% | +31.1% | -33.9% | -3.8% |
| 3M | +6.6% | +6.4% | +0.2% | +6.1% |
| 6M | +9.5% | -22.2% | +31.7% | +10.1% |
| YTD | +40.6% | -45.8% | +86.3% | +42.5% |
| 1Y | +43.6% | -51.1% | +94.7% | +46.0% |
| 3Y | +58.1% | -3.0% | +61.1% | +43.5% |
| All | +149.9% | -82.6% | +232.5% | +148.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling