+26.7%
Q vs RUN
-58.2%
+84.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +0.2% | +1.3% | -1.0% | -0.1% |
| 30D | -11.1% | -15.3% | +4.1% | -8.0% |
| 3M | -22.1% | -40.0% | +17.9% | -13.5% |
| 6M | +0.5% | -27.0% | +27.4% | +6.8% |
| YTD | +47.8% | -51.7% | +99.5% | +60.3% |
| All | +26.7% | -58.2% | +84.9% | +38.4% |
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