-10.0%
LOW vs RUN
-38.5%
+28.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -2.6% | -3.4% | +0.7% | -2.4% |
| 30D | -11.1% | -14.0% | +2.8% | -10.2% |
| 3M | -8.5% | -27.5% | +19.0% | -6.6% |
| 6M | -20.8% | -29.0% | +8.1% | -19.4% |
| YTD | -17.2% | -53.1% | +35.9% | -14.0% |
| 1Y | -24.7% | -46.7% | +22.0% | -23.2% |
| All | -10.0% | -38.5% | +28.5% | -18.7% |
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