-46.5%
RUN vs BB
+104.0%
-150.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.3% |
| 7D | -3.7% | -0.4% | -3.3% | -3.6% |
| 30D | -13.0% | -12.5% | -0.5% | -10.1% |
| 3M | -31.8% | -17.4% | -14.4% | -29.1% |
| 6M | -32.2% | +119.1% | -151.4% | -58.1% |
| YTD | -53.5% | +102.4% | -155.9% | -69.3% |
| 1Y | -46.5% | +98.2% | -144.7% | -62.7% |
| All | -46.5% | +104.0% | -150.5% | -62.7% |
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