-0.9%
LOW vs RUN
-48.3%
+47.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.3% | -13.2% | -1.9% |
| 7D | +9.6% | +30.0% | -20.4% | +7.1% |
| 30D | +24.5% | +27.0% | -2.5% | +21.8% |
| 3M | +4.0% | -5.9% | +9.9% | +3.6% |
| 6M | +2.2% | -26.7% | +28.8% | +3.0% |
| YTD | -3.7% | -46.4% | +42.7% | -2.9% |
| 1Y | -0.9% | -52.1% | +51.2% | 0.0% |
| All | -0.9% | -48.3% | +47.4% | 0.0% |
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