+55.3%
B vs RUN
-49.0%
+104.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -2.1% |
| 7D | +2.3% | +10.2% | -7.8% | +0.5% |
| 30D | +1.4% | -9.6% | +11.0% | +3.0% |
| 3M | +12.2% | -31.5% | +43.7% | +18.6% |
| 6M | -2.1% | -18.7% | +16.6% | +0.4% |
| YTD | +2.9% | -49.9% | +52.8% | +10.3% |
| 1Y | +55.3% | -45.5% | +100.8% | +54.4% |
| All | +55.3% | -49.0% | +104.3% | +54.4% |
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