-3.6%
COST vs RUN
-46.2%
+42.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.1% |
| 7D | -3.1% | +1.3% | -4.4% | -3.1% |
| 30D | -2.8% | -15.3% | +12.5% | -3.3% |
| 3M | -5.7% | -40.0% | +34.3% | -7.1% |
| 6M | -8.8% | -27.0% | +18.2% | -9.5% |
| YTD | +6.7% | -51.7% | +58.3% | +4.3% |
| 1Y | -3.6% | -45.9% | +42.2% | -3.8% |
| All | -3.6% | -46.2% | +42.5% | -3.8% |
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