+30.0%
IR vs RUN
-8.5%
+38.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.4% | +7.1% | +4.8% |
| 7D | +5.0% | +18.1% | -13.0% | +3.8% |
| 30D | +10.3% | +27.5% | -17.2% | +8.4% |
| 3M | -0.1% | -4.5% | +4.4% | -0.1% |
| 6M | +14.8% | -33.3% | +48.1% | +16.9% |
| YTD | +9.7% | -47.1% | +56.8% | +12.2% |
| 1Y | +12.2% | -43.1% | +55.4% | +14.1% |
| 3Y | +30.0% | -3.0% | +33.0% | +25.4% |
| All | +30.0% | -8.5% | +38.4% | +25.4% |
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 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