-38.6%
RUN vs ES
+32.6%
-71.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | 0.0% |
| 7D | +1.3% | +0.3% | +1.0% | +1.0% |
| 30D | -15.3% | -2.0% | -13.3% | -13.9% |
| 3M | -40.0% | +1.7% | -41.7% | -41.6% |
| 6M | -27.0% | -3.5% | -23.4% | -25.8% |
| YTD | -51.7% | +7.9% | -59.6% | -56.3% |
| 1Y | -45.9% | +17.2% | -63.1% | -57.2% |
| All | -38.6% | +32.6% | -71.2% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling