-81.4%
RUN vs NTR
+45.7%
-127.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -3.7% | -1.3% | -2.4% | -3.1% |
| 30D | -13.0% | +16.8% | -29.8% | -19.0% |
| 3M | -31.8% | +20.7% | -52.5% | -38.1% |
| 6M | -32.2% | +0.5% | -32.8% | -33.8% |
| YTD | -53.5% | +29.2% | -82.7% | -60.7% |
| 1Y | -46.5% | +39.6% | -86.1% | -57.2% |
| 3Y | -37.6% | +37.9% | -75.5% | -50.2% |
| All | -81.4% | +45.7% | -127.1% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling