-53.9%
RUN vs M
+36.6%
-90.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.6% | -6.4% | -2.2% |
| 7D | +18.5% | +8.3% | +10.2% | +14.1% |
| 30D | +15.5% | +14.2% | +1.3% | +8.6% |
| 3M | -20.3% | -1.1% | -19.2% | -19.8% |
| 6M | -30.8% | +36.6% | -67.4% | -39.4% |
| YTD | -52.2% | +19.8% | -72.0% | -56.3% |
| 1Y | -53.9% | +37.2% | -91.1% | -61.9% |
| All | -53.9% | +36.6% | -90.4% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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