+48.6%
RUN vs NTR
+103.7%
-55.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -1.8% | +0.5% | -2.3% | -2.1% |
| 30D | -10.8% | +21.7% | -32.6% | -20.3% |
| 3M | -30.2% | +22.8% | -52.9% | -38.7% |
| 6M | -22.3% | +8.2% | -30.6% | -28.2% |
| YTD | -52.2% | +32.9% | -85.1% | -61.5% |
| 1Y | -45.1% | +45.3% | -90.4% | -58.7% |
| 3Y | -37.1% | +41.7% | -78.8% | -51.9% |
| 5Y | -80.3% | +49.8% | -130.1% | -87.1% |
| All | +48.6% | +103.7% | -55.0% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling