-68.9%
XYZ vs RUN
-80.5%
+11.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.0% | +1.3% | -2.2% | -1.2% |
| 30D | -1.7% | -15.3% | +13.5% | +2.0% |
| 3M | +16.7% | -40.0% | +56.8% | +30.5% |
| 6M | +26.9% | -27.0% | +53.8% | +33.8% |
| YTD | +27.1% | -51.7% | +78.8% | +41.8% |
| 1Y | +9.3% | -45.9% | +55.1% | +16.3% |
| 3Y | +42.3% | -43.8% | +86.0% | +4.4% |
| All | -68.9% | -80.5% | +11.6% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling