+14.5%
NET vs RUN
-53.7%
+68.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.8% | -2.6% |
| 7D | -16.4% | +18.5% | -34.8% | -17.0% |
| 30D | -25.8% | +15.5% | -41.4% | -26.3% |
| 3M | -11.5% | -20.3% | +8.8% | -10.4% |
| 6M | +18.9% | -30.8% | +49.7% | +20.5% |
| YTD | +35.2% | -52.2% | +87.4% | +38.3% |
| 1Y | +14.5% | -53.9% | +68.3% | +16.7% |
| All | +14.5% | -53.7% | +68.2% | +16.7% |
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 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