-15.7%
RMD vs RUN
-46.2%
+30.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -5.0% | +1.3% | -6.2% | -5.0% |
| 30D | +2.2% | -15.3% | +17.5% | +2.8% |
| 3M | +17.8% | -40.0% | +57.9% | +19.9% |
| 6M | -11.3% | -27.0% | +15.6% | -10.9% |
| YTD | -4.4% | -51.7% | +47.3% | -2.8% |
| 1Y | -15.7% | -45.9% | +30.2% | -13.9% |
| All | -15.7% | -46.2% | +30.5% | -13.9% |
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