+533.2%
XYZ vs RUN
+36.6%
+496.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 3M | +16.7% | -40.0% | +56.8% | +31.8% |
| 6M | +26.9% | -27.0% | +53.8% | +34.4% |
| YTD | +27.1% | -51.7% | +78.8% | +43.3% |
| 1Y | +9.3% | -45.9% | +55.1% | +17.1% |
| 3Y | +42.3% | -43.8% | +86.0% | +6.9% |
| 5Y | -69.3% | -80.5% | +11.2% | -69.9% |
| 10Y | +586.8% | +45.3% | +541.5% | +282.3% |
| All | +533.2% | +36.6% | +496.6% | +246.0% |
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