+14.5%
FIX vs RUN
-46.9%
+61.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.4% | +11.8% | +9.8% |
| 7D | -7.2% | +18.1% | -25.3% | -10.1% |
| 30D | -35.1% | +27.5% | -62.6% | -38.1% |
| 3M | -34.3% | -4.5% | -29.8% | -33.8% |
| 6M | -42.9% | -33.3% | -9.6% | -38.8% |
| YTD | +19.5% | -47.1% | +66.5% | +24.8% |
| All | +14.5% | -46.9% | +61.4% | +18.0% |
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