-16.3%
NOW vs RUN
-8.7%
-7.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | -3.0% | +33.4% | -36.4% | -3.8% |
| 30D | -26.0% | +31.1% | -57.2% | -26.7% |
| 3M | -13.1% | +6.4% | -19.5% | -13.4% |
| 6M | +14.5% | -22.2% | +36.7% | +15.1% |
| YTD | -33.4% | -45.8% | +12.3% | -32.5% |
| 1Y | -40.6% | -51.1% | +10.5% | -39.8% |
| 3Y | -16.3% | -3.0% | -13.3% | -17.8% |
| All | -16.3% | -8.7% | -7.6% | -17.8% |
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