-39.6%
RUN vs FDS
+52.2%
-91.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.1% | -6.1% |
| 7D | -13.7% | -2.6% | -11.1% | -13.8% |
| 30D | +9.4% | +14.1% | -4.7% | +10.3% |
| 3M | -13.4% | +19.8% | -33.2% | -12.0% |
| 6M | -39.6% | +55.0% | -94.5% | -34.1% |
| All | -39.6% | +52.2% | -91.8% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 6mo: compounded portfolio wealth divided by compounded FDS 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…
6mo analysis · Full analysis span regression · 6 months rolling