+29.4%
B vs RUN
-53.7%
+83.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +8.1% |
| 7D | +1.1% | +18.5% | -17.4% | -1.9% |
| 30D | +0.3% | +15.5% | -15.2% | -2.4% |
| 3M | +5.4% | -20.3% | +25.7% | +8.4% |
| 6M | +5.5% | -30.8% | +36.3% | +10.4% |
| YTD | -6.3% | -52.2% | +45.9% | +0.2% |
| 1Y | +29.4% | -53.9% | +83.2% | +38.9% |
| All | +29.4% | -53.7% | +83.1% | +38.9% |
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