+18.4%
A vs RUN
-46.2%
+64.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -1.9% | +1.3% | -3.2% | -2.1% |
| 30D | +6.9% | -15.3% | +22.2% | +8.2% |
| 3M | +9.2% | -40.0% | +49.2% | +13.5% |
| 6M | +25.7% | -27.0% | +52.6% | +28.6% |
| YTD | +11.5% | -51.7% | +63.2% | +15.1% |
| 1Y | +18.4% | -45.9% | +64.3% | +19.8% |
| All | +18.4% | -46.2% | +64.5% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling