+3.4%
DD vs RUN
-37.7%
+41.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.3% |
| 7D | +3.2% | +3.2% | +0.1% | +2.4% |
| 30D | +20.3% | +19.5% | +0.8% | +16.2% |
| 3M | +8.2% | -9.6% | +17.7% | +8.2% |
| 6M | +3.4% | -37.3% | +40.7% | +7.1% |
| All | +3.4% | -37.7% | +41.1% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling