+28.6%
P vs RUN
-55.1%
+83.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | +11.6% | -13.5% | +25.1% | +13.7% |
| 30D | -23.7% | +18.3% | -42.0% | -27.0% |
| 3M | -8.0% | -12.5% | +4.5% | -6.4% |
| 6M | +27.9% | -40.3% | +68.2% | +39.3% |
| YTD | +61.2% | -53.1% | +114.3% | +74.4% |
| 1Y | +28.6% | -54.3% | +82.9% | +40.8% |
| All | +28.6% | -55.1% | +83.7% | +40.8% |
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