+185.5%
XLE vs RUN
-23.6%
+209.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -12.0% | +33.4% | -45.4% | -14.2% |
| 30D | -2.7% | +31.1% | -33.9% | -5.2% |
| 3M | +6.6% | +6.4% | +0.2% | +5.5% |
| 6M | +9.5% | -22.2% | +31.7% | +10.5% |
| YTD | +40.6% | -45.8% | +86.3% | +44.0% |
| 1Y | +43.6% | -51.1% | +94.7% | +47.8% |
| 3Y | +58.1% | -3.0% | +61.1% | +34.9% |
| 5Y | +152.2% | -82.2% | +234.4% | +146.8% |
| 10Y | +172.9% | +111.9% | +61.1% | +74.9% |
| All | +185.5% | -23.6% | +209.0% | +89.8% |
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