+11.7%
PL vs RUN
-57.8%
+69.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.1% | +3.0% | -1.5% |
| 7D | +22.3% | -13.7% | +35.9% | +26.6% |
| 30D | -8.3% | +9.4% | -17.7% | -12.0% |
| 3M | -43.3% | -13.4% | -29.9% | -41.8% |
| 6M | -65.8% | -39.6% | -26.3% | -60.9% |
| YTD | -29.5% | -53.7% | +24.2% | -15.0% |
| 1Y | +11.7% | -56.2% | +67.9% | +37.9% |
| All | +11.7% | -57.8% | +69.6% | +37.9% |
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