+62.6%
XYZ vs RUN
-7.3%
+69.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.7% |
| 7D | -1.1% | -13.5% | +12.5% | +0.4% |
| 30D | +11.5% | +18.3% | -6.8% | +9.3% |
| 3M | +1.8% | -12.5% | +14.3% | +2.7% |
| 6M | +21.2% | -40.3% | +61.5% | +26.4% |
| YTD | +29.9% | -53.1% | +83.0% | +35.7% |
| 1Y | +35.8% | -54.3% | +90.0% | +41.9% |
| 3Y | +62.6% | -6.5% | +69.1% | +37.2% |
| All | +62.6% | -7.3% | +69.9% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling