+55.3%
ON vs RUN
-47.1%
+102.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.3% | +8.7% |
| 7D | +2.4% | -3.7% | +6.1% | +3.1% |
| 30D | -8.6% | -13.0% | +4.4% | -6.1% |
| 3M | -34.3% | -31.8% | -2.5% | -29.2% |
| 6M | +28.5% | -32.2% | +60.8% | +38.2% |
| YTD | +40.6% | -53.5% | +94.1% | +55.1% |
| 1Y | +55.3% | -46.5% | +101.9% | +72.3% |
| All | +55.3% | -47.1% | +102.4% | +72.3% |
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