-37.1%
RUN vs INDA
+6.8%
-43.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -0.2% |
| 7D | -3.4% | -3.6% | +0.3% | +2.1% |
| 30D | -14.0% | -4.0% | -10.0% | -8.5% |
| 3M | -27.5% | +1.7% | -29.2% | -28.6% |
| 6M | -29.0% | -3.6% | -25.3% | -24.3% |
| YTD | -53.1% | -11.0% | -42.1% | -43.4% |
| 1Y | -46.7% | -9.5% | -37.2% | -37.5% |
| All | -37.1% | +6.8% | -43.9% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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