-5.6%
COST vs RUN
-47.1%
+41.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.2% |
| 7D | -1.2% | -3.7% | +2.5% | -1.3% |
| 30D | -4.7% | -13.0% | +8.3% | -5.2% |
| 3M | -7.1% | -31.8% | +24.7% | -8.2% |
| 6M | -8.5% | -32.2% | +23.7% | -9.5% |
| YTD | +5.4% | -53.5% | +58.9% | +2.9% |
| 1Y | -5.6% | -46.5% | +40.9% | -6.0% |
| All | -5.6% | -47.1% | +41.5% | -6.0% |
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