+38.1%
Q vs RUN
-55.1%
+93.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.8% |
| 7D | +1.2% | -13.5% | +14.7% | +4.0% |
| 30D | -2.7% | +18.3% | -21.0% | -7.3% |
| 3M | -16.9% | -12.5% | -4.5% | -15.3% |
| 6M | -26.9% | -40.3% | +13.5% | -19.1% |
| YTD | +45.2% | -53.1% | +98.3% | +56.1% |
| 1Y | +38.1% | -54.3% | +92.4% | +48.5% |
| All | +38.1% | -55.1% | +93.2% | +48.5% |
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