+11.3%
IR vs RUN
-52.5%
+63.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.6% | +9.4% | +0.1% |
| 7D | +1.5% | +0.3% | +1.2% | +1.2% |
| 30D | +9.0% | +14.0% | -5.0% | +6.7% |
| 3M | -0.9% | -11.8% | +10.9% | 0.0% |
| 6M | +13.4% | -40.4% | +53.8% | +19.1% |
| YTD | +8.5% | -52.7% | +61.1% | +11.7% |
| 1Y | +11.3% | -52.5% | +63.8% | +14.1% |
| All | +11.3% | -52.5% | +63.8% | +14.1% |
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 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