+179.9%
XLU vs RUN
-32.6%
+212.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.9% |
| 7D | +0.6% | -1.8% | +2.4% | +0.7% |
| 30D | -0.4% | -10.8% | +10.4% | +0.2% |
| 3M | -1.7% | -30.2% | +28.4% | 0.0% |
| 6M | -7.1% | -22.3% | +15.2% | -6.4% |
| YTD | +1.9% | -52.2% | +54.1% | +4.8% |
| 1Y | +6.1% | -45.1% | +51.2% | +7.7% |
| 3Y | +48.8% | -37.1% | +85.9% | +39.7% |
| 5Y | +43.8% | -80.3% | +124.1% | +40.1% |
| 10Y | +143.2% | +45.2% | +98.0% | +101.9% |
| All | +179.9% | -32.6% | +212.5% | +133.6% |
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