+291.3%
IR vs RUN
+79.2%
+212.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -2.8% | +1.3% | -4.1% | -3.0% |
| 30D | -15.1% | -15.3% | +0.1% | -13.6% |
| 3M | +6.1% | -40.0% | +46.1% | +11.9% |
| 6M | -16.8% | -27.0% | +10.1% | -14.6% |
| YTD | -3.5% | -51.7% | +48.1% | +2.4% |
| 1Y | -3.5% | -45.9% | +42.4% | 0.0% |
| 3Y | +9.5% | -43.8% | +53.2% | -2.2% |
| 5Y | +45.1% | -80.5% | +125.6% | +41.0% |
| All | +291.3% | +79.2% | +212.1% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling