+123.2%
XLP vs RUN
-31.9%
+155.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.8% |
| 7D | -1.0% | +1.3% | -2.3% | -1.1% |
| 30D | -0.9% | -15.3% | +14.4% | -0.4% |
| 3M | +3.8% | -40.0% | +43.8% | +5.4% |
| 6M | -1.7% | -27.0% | +25.2% | -1.1% |
| YTD | +10.3% | -51.7% | +61.9% | +12.0% |
| 1Y | +7.8% | -45.9% | +53.7% | +8.6% |
| 3Y | +27.2% | -43.8% | +71.0% | +22.5% |
| 5Y | +32.5% | -80.5% | +113.0% | +30.5% |
| 10Y | +101.8% | +45.3% | +56.5% | +72.6% |
| All | +123.2% | -31.9% | +155.1% | +92.0% |
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