+777.0%
FIX vs RUN
-42.7%
+819.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.0% |
| 7D | +6.0% | +1.3% | +4.8% | +5.9% |
| 30D | -7.2% | -15.3% | +8.0% | -5.9% |
| 3M | -15.9% | -40.0% | +24.2% | -11.8% |
| 6M | +12.7% | -27.0% | +39.7% | +15.9% |
| YTD | +72.8% | -51.7% | +124.5% | +81.2% |
| 1Y | +122.9% | -45.9% | +168.8% | +131.2% |
| All | +777.0% | -42.7% | +819.6% | +738.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling