+11.2%
P vs RUN
-46.9%
+58.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +6.6% |
| 7D | -9.6% | +18.1% | -27.7% | -12.2% |
| 30D | -33.4% | +27.5% | -60.9% | -36.4% |
| 3M | +14.2% | -4.5% | +18.7% | +15.1% |
| 6M | +31.6% | -33.3% | +64.9% | +40.9% |
| YTD | +53.5% | -47.1% | +100.5% | +63.4% |
| All | +11.2% | -46.9% | +58.1% | +17.3% |
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