+47.6%
ON vs RUN
-53.7%
+101.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -2.1% |
| 7D | -5.8% | +18.5% | -24.3% | -9.2% |
| 30D | -17.1% | +15.5% | -32.6% | -19.8% |
| 3M | -11.8% | -20.3% | +8.5% | -8.4% |
| 6M | -30.2% | -30.8% | +0.6% | -25.4% |
| YTD | +31.6% | -52.2% | +83.8% | +42.9% |
| 1Y | +47.6% | -53.9% | +101.4% | +60.2% |
| All | +47.6% | -53.7% | +101.3% | +60.2% |
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