+72.6%
XYZ vs RUN
-8.7%
+81.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.6% |
| 7D | +12.1% | +33.4% | -21.3% | +8.7% |
| 30D | +12.4% | +31.1% | -18.8% | +9.1% |
| 3M | +8.2% | +6.4% | +1.8% | +7.0% |
| 6M | +20.7% | -22.2% | +42.9% | +22.8% |
| YTD | +31.3% | -45.8% | +77.1% | +35.2% |
| 1Y | +20.5% | -51.1% | +71.6% | +25.1% |
| 3Y | +72.6% | -3.0% | +75.6% | +43.6% |
| All | +72.6% | -8.7% | +81.3% | +43.6% |
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 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