-45.9%
RUN vs NTR
+43.1%
-89.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.6% |
| 7D | +1.3% | +8.1% | -6.9% | +2.2% |
| 30D | -15.3% | +18.8% | -34.0% | -13.5% |
| 3M | -40.0% | +16.2% | -56.2% | -38.5% |
| 6M | -27.0% | +9.8% | -36.7% | -26.0% |
| YTD | -51.7% | +30.9% | -82.6% | -52.6% |
| 1Y | -45.9% | +41.8% | -87.6% | -46.3% |
| All | -45.9% | +43.1% | -89.0% | -46.3% |
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