+17.5%
P vs RUN
-53.7%
+71.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.3% | -5.2% |
| 7D | -19.4% | +18.5% | -37.8% | -22.0% |
| 30D | -22.3% | +15.5% | -37.8% | -24.6% |
| 3M | +33.2% | -20.3% | +53.5% | +38.5% |
| 6M | +53.6% | -30.8% | +84.4% | +63.6% |
| YTD | +66.8% | -52.2% | +119.0% | +81.8% |
| 1Y | +17.5% | -53.9% | +71.4% | +27.8% |
| All | +17.5% | -53.7% | +71.3% | +27.8% |
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 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