-53.9%
RUN vs BB
+88.0%
-141.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.0% | -5.7% | 0.0% |
| 7D | +18.5% | -6.8% | +25.3% | +19.9% |
| 30D | +15.5% | -3.5% | +19.0% | +15.6% |
| 3M | -20.3% | -1.2% | -19.1% | -20.9% |
| 6M | -30.8% | +57.0% | -87.8% | -40.1% |
| YTD | -52.2% | +131.1% | -183.4% | -67.0% |
| 1Y | -53.9% | +87.6% | -141.5% | -64.3% |
| All | -53.9% | +88.0% | -141.9% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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