-18.3%
RUN vs MKTX
+87.2%
-105.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.5% | -4.5% |
| 7D | -1.8% | +0.3% | -2.0% | -1.9% |
| 30D | -10.8% | +1.0% | -11.8% | -11.2% |
| 3M | -30.2% | +40.8% | -71.0% | -40.7% |
| 6M | -22.3% | -10.9% | -11.4% | -20.4% |
| YTD | -52.2% | -8.6% | -43.6% | -52.1% |
| 1Y | -45.1% | -11.6% | -33.5% | -44.6% |
| 3Y | -37.1% | -24.5% | -12.6% | -33.7% |
| 5Y | -80.3% | -60.7% | -19.6% | -73.0% |
| 10Y | +45.2% | +5.1% | +40.1% | +28.0% |
| All | -18.3% | +87.2% | -105.5% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling