+18.0%
Q vs RUN
-53.7%
+71.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | -3.3% | +18.5% | -21.7% | -6.9% |
| 30D | -9.7% | +15.5% | -25.2% | -12.9% |
| 3M | -16.1% | -20.3% | +4.2% | -12.2% |
| 6M | -15.7% | -30.8% | +15.1% | -9.6% |
| YTD | +45.7% | -52.2% | +98.0% | +57.7% |
| 1Y | +18.0% | -53.9% | +71.9% | +27.1% |
| All | +18.0% | -53.7% | +71.7% | +27.1% |
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 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