-34.1%
RUN vs RL
+211.8%
-245.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.4% |
| 7D | +10.2% | +1.9% | +8.3% | +8.8% |
| 30D | -9.6% | -12.2% | +2.6% | -2.8% |
| 3M | -31.5% | -6.6% | -24.9% | -29.6% |
| 6M | -18.7% | +3.2% | -21.8% | -22.5% |
| YTD | -49.9% | -1.3% | -48.6% | -50.1% |
| 1Y | -45.5% | +13.6% | -59.1% | -50.3% |
| 3Y | -34.1% | +210.9% | -245.0% | -80.5% |
| All | -34.1% | +211.8% | -245.9% | -80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling