-27.5%
ON vs RUN
-37.3%
+9.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.4% | +0.6% |
| 7D | -1.9% | -1.8% | -0.1% | -1.7% |
| 30D | -11.0% | -10.8% | -0.2% | -9.5% |
| 3M | -39.3% | -30.2% | -9.2% | -36.0% |
| 6M | +19.8% | -22.3% | +42.2% | +23.8% |
| YTD | +31.1% | -52.2% | +83.3% | +42.6% |
| 1Y | +46.0% | -45.1% | +91.1% | +54.3% |
| All | -27.5% | -37.3% | +9.8% | -38.1% |
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