-6.5%
RUN vs ALK
+13.2%
-19.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.0% |
| 7D | -13.5% | -1.2% | -12.3% | -13.2% |
| 30D | +18.3% | +7.7% | +10.6% | +13.6% |
| 3M | -12.5% | -19.0% | +6.5% | -4.3% |
| 6M | -40.3% | -0.2% | -40.1% | -41.2% |
| YTD | -53.1% | -23.5% | -29.6% | -47.6% |
| 1Y | -54.3% | -9.1% | -45.1% | -52.3% |
| 3Y | -6.5% | +12.0% | -18.5% | -24.6% |
| All | -6.5% | +13.2% | -19.7% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 3y: compounded portfolio wealth divided by compounded ALK 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…
3y analysis · Full analysis span regression · 6 months rolling