+449.1%
PL vs RUN
-42.7%
+491.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.1% |
| 7D | -9.3% | +1.3% | -10.6% | -9.6% |
| 30D | -18.9% | -15.3% | -3.7% | -16.0% |
| 3M | -58.4% | -40.0% | -18.4% | -53.3% |
| 6M | -30.3% | -27.0% | -3.4% | -25.9% |
| YTD | -8.1% | -51.7% | +43.6% | +4.6% |
| 1Y | +180.5% | -45.9% | +226.4% | +207.0% |
| All | +449.1% | -42.7% | +491.8% | +372.1% |
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