+18.9%
RF vs RUN
-50.6%
+69.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.6% |
| 7D | -1.3% | +3.2% | -4.5% | -1.8% |
| 30D | +4.6% | +19.5% | -14.9% | +2.6% |
| 3M | -8.4% | -9.6% | +1.1% | -8.1% |
| 6M | +8.9% | -37.3% | +46.2% | +12.3% |
| YTD | +8.8% | -50.7% | +59.5% | +13.3% |
| 1Y | +18.9% | -54.1% | +73.0% | +24.9% |
| All | +18.9% | -50.6% | +69.5% | +24.9% |
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