+580.0%
XYZ vs RUN
+46.3%
+533.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.7% | -6.9% | -4.2% |
| 7D | +2.9% | +10.2% | -7.3% | +0.1% |
| 30D | +1.4% | -9.6% | +11.0% | +4.0% |
| 3M | +14.6% | -31.5% | +46.1% | +25.6% |
| 6M | +20.8% | -18.7% | +39.5% | +24.6% |
| YTD | +23.1% | -49.9% | +73.0% | +38.1% |
| 1Y | +5.6% | -45.5% | +51.2% | +13.7% |
| 3Y | +50.9% | -34.1% | +85.0% | +3.3% |
| 5Y | -68.6% | -79.4% | +10.9% | -69.8% |
| 10Y | +580.0% | +48.9% | +531.0% | +211.3% |
| All | +580.0% | +46.3% | +533.6% | +211.3% |
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