+554.0%
XYZ vs RUN
+53.3%
+500.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +12.1% | +33.4% | -21.3% | +3.6% |
| 30D | +12.4% | +31.1% | -18.8% | +4.0% |
| 3M | +8.2% | +6.4% | +1.8% | +5.1% |
| 6M | +20.7% | -22.2% | +42.9% | +25.8% |
| YTD | +31.3% | -45.8% | +77.1% | +42.2% |
| 1Y | +20.5% | -51.1% | +71.6% | +33.1% |
| 3Y | +72.6% | -3.0% | +75.6% | +8.3% |
| 5Y | -64.0% | -82.2% | +18.2% | -63.8% |
| 10Y | +601.8% | +111.9% | +489.9% | +267.5% |
| All | +554.0% | +53.3% | +500.7% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling