+17.3%
D vs RUN
-45.5%
+62.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.6% |
| 7D | +0.8% | +10.2% | -9.4% | +0.7% |
| 30D | -0.7% | -9.6% | +8.9% | -0.7% |
| 3M | +2.1% | -31.5% | +33.6% | +2.2% |
| 6M | +6.8% | -18.7% | +25.5% | +7.1% |
| YTD | +16.5% | -49.9% | +66.4% | +16.3% |
| All | +17.3% | -45.5% | +62.9% | +20.4% |
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