+139.2%
XLP vs RUN
-23.6%
+162.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.3% |
| 7D | +0.7% | +33.4% | -32.7% | -0.3% |
| 30D | +10.3% | +31.1% | -20.9% | +9.2% |
| 3M | +6.5% | +6.4% | +0.1% | +6.1% |
| 6M | +8.4% | -22.2% | +30.6% | +8.8% |
| YTD | +18.2% | -45.8% | +64.0% | +19.4% |
| 1Y | +22.4% | -51.1% | +73.5% | +24.0% |
| 3Y | +41.9% | -3.0% | +44.9% | +33.7% |
| 5Y | +40.9% | -82.2% | +123.1% | +39.8% |
| 10Y | +128.4% | +111.9% | +16.5% | +93.5% |
| All | +139.2% | -23.6% | +162.8% | +104.8% |
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