+28.6%
ROK vs RUN
-46.2%
+74.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +0.7% | +1.3% | -0.6% | +0.5% |
| 30D | -3.3% | -15.3% | +11.9% | -1.6% |
| 3M | -5.9% | -40.0% | +34.2% | -0.7% |
| 6M | +13.9% | -27.0% | +40.8% | +17.0% |
| YTD | +12.6% | -51.7% | +64.3% | +18.6% |
| 1Y | +28.6% | -45.9% | +74.5% | +36.9% |
| All | +28.6% | -46.2% | +74.8% | +36.9% |
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