-20.3%
BROS vs RUN
-53.7%
+33.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | +0.8% |
| 7D | +2.5% | +18.5% | -16.0% | -0.1% |
| 30D | +15.1% | +15.5% | -0.4% | +12.3% |
| 3M | -31.4% | -20.3% | -11.1% | -29.3% |
| 6M | -22.6% | -30.8% | +8.2% | -19.8% |
| YTD | -28.1% | -52.2% | +24.1% | -23.7% |
| 1Y | -20.3% | -53.9% | +33.6% | -15.4% |
| All | -20.3% | -53.7% | +33.5% | -15.4% |
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