-52.5%
RUN vs RL
+22.6%
-75.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.3% | -10.8% | -10.7% |
| 7D | +0.3% | +1.3% | -1.0% | -1.2% |
| 30D | +14.0% | +7.6% | +6.4% | +8.8% |
| 3M | -11.8% | -1.5% | -10.2% | -11.4% |
| 6M | -40.4% | +12.1% | -52.5% | -45.4% |
| YTD | -52.7% | +13.9% | -66.6% | -56.4% |
| 1Y | -52.5% | +20.7% | -73.2% | -56.5% |
| All | -52.5% | +22.6% | -75.2% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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