+29.2%
ALL vs RUN
-55.1%
+84.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.5% |
| 7D | +5.0% | -13.5% | +18.6% | +4.0% |
| 30D | +13.3% | +18.3% | -5.0% | +14.9% |
| 3M | +3.2% | -12.5% | +15.7% | +2.3% |
| 6M | +25.3% | -40.3% | +65.7% | +21.9% |
| YTD | +30.5% | -53.1% | +83.6% | +25.7% |
| 1Y | +29.2% | -54.3% | +83.5% | +24.9% |
| All | +29.2% | -55.1% | +84.3% | +24.9% |
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