+215.2%
XLY vs RUN
+42.2%
+173.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -1.7% | -3.7% | +2.0% | -1.3% |
| 30D | -4.2% | -13.0% | +8.8% | -2.6% |
| 3M | -2.7% | -31.8% | +29.1% | +1.5% |
| 6M | -0.6% | -32.2% | +31.6% | +3.1% |
| YTD | -5.0% | -53.5% | +48.5% | +1.4% |
| 1Y | -4.1% | -46.5% | +42.4% | -0.4% |
| 3Y | +33.6% | -37.6% | +71.2% | +15.8% |
| 5Y | +28.7% | -80.9% | +109.6% | +24.4% |
| All | +215.2% | +42.2% | +173.0% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling