+24.7%
LOW vs RUN
-8.5%
+33.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.1% | +4.3% | -1.3% |
| 7D | +0.1% | -13.7% | +13.8% | +1.1% |
| 30D | +21.3% | +9.4% | +11.9% | +20.2% |
| 3M | +6.0% | -13.4% | +19.4% | +6.7% |
| 6M | +2.6% | -39.6% | +42.2% | +5.5% |
| YTD | -3.6% | -53.7% | +50.1% | -0.2% |
| 1Y | -1.0% | -56.2% | +55.2% | +2.8% |
| All | +24.7% | -8.5% | +33.1% | +6.6% |
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