+29.7%
Q vs RUN
-59.4%
+89.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | +4.1% | -3.4% | +7.5% | +4.9% |
| 30D | -10.7% | -14.0% | +3.2% | -7.8% |
| 3M | -11.7% | -27.5% | +15.8% | -5.7% |
| 6M | +8.3% | -29.0% | +37.3% | +15.9% |
| YTD | +51.3% | -53.1% | +104.4% | +65.1% |
| All | +29.7% | -59.4% | +89.1% | +42.5% |
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