-52.5%
RUN vs COO
-9.3%
-43.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.6% | -10.0% | -10.4% |
| 7D | +0.3% | +4.5% | -4.2% | -1.1% |
| 30D | +14.0% | +16.9% | -2.9% | +8.9% |
| 3M | -11.8% | -16.7% | +5.0% | -5.7% |
| 6M | -40.4% | +5.9% | -46.3% | -43.4% |
| YTD | -52.7% | -22.4% | -30.2% | -44.3% |
| 1Y | -52.5% | -10.1% | -42.4% | -45.4% |
| All | -52.5% | -9.3% | -43.2% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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