-53.9%
RUN vs MKTX
+5.4%
-59.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +18.5% | +0.5% | +18.0% | +18.5% |
| 30D | +15.5% | +1.0% | +14.5% | +15.6% |
| 3M | -20.3% | +2.5% | -22.8% | -20.1% |
| 6M | -30.8% | +8.0% | -38.8% | -33.1% |
| YTD | -52.2% | -7.3% | -45.0% | -56.1% |
| 1Y | -53.9% | +4.7% | -58.5% | -60.5% |
| All | -53.9% | +5.4% | -59.3% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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