-45.1%
RUN vs ES
+17.2%
-62.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.5% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -10.8% | -1.0% | -9.8% | -10.8% |
| 3M | -30.2% | +1.5% | -31.6% | -30.4% |
| 6M | -22.3% | -3.5% | -18.8% | -22.4% |
| YTD | -52.2% | +7.0% | -59.2% | -53.2% |
| 1Y | -45.1% | +15.3% | -60.4% | -46.3% |
| All | -45.1% | +17.2% | -62.3% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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