+638.0%
XYZ vs RUN
+133.0%
+505.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +4.3% |
| 7D | +14.9% | +18.1% | -3.2% | +9.3% |
| 30D | +14.7% | +27.5% | -12.8% | +6.4% |
| 3M | +12.1% | -4.5% | +16.6% | +12.1% |
| 6M | +18.3% | -33.3% | +51.6% | +29.0% |
| YTD | +36.1% | -47.1% | +83.1% | +48.8% |
| 1Y | +35.3% | -43.1% | +78.5% | +43.8% |
| 3Y | +73.5% | -3.0% | +76.5% | +2.3% |
| 5Y | -61.6% | -82.6% | +21.0% | -61.0% |
| 10Y | +638.0% | +103.3% | +534.7% | +208.8% |
| All | +638.0% | +133.0% | +505.0% | +208.8% |
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 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