-53.9%
RUN vs NTR
+36.7%
-90.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +1.7% |
| 7D | +18.5% | +4.3% | +14.1% | +19.0% |
| 30D | +15.5% | +2.6% | +12.9% | +15.8% |
| 3M | -20.3% | +8.5% | -28.8% | -18.7% |
| 6M | -30.8% | -3.3% | -27.4% | -29.4% |
| YTD | -52.2% | +19.6% | -71.8% | -52.7% |
| 1Y | -53.9% | +37.6% | -91.5% | -54.8% |
| All | -53.9% | +36.7% | -90.6% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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