-80.5%
RUN vs RL
+238.1%
-318.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -1.8% |
| 7D | +1.3% | -0.8% | +2.1% | +1.7% |
| 30D | -15.3% | -7.8% | -7.5% | -11.3% |
| 3M | -40.0% | -4.0% | -36.0% | -39.3% |
| 6M | -27.0% | -1.9% | -25.1% | -28.1% |
| YTD | -51.7% | -0.2% | -51.5% | -52.3% |
| 1Y | -45.9% | +10.7% | -56.6% | -50.6% |
| 3Y | -43.8% | +210.8% | -254.5% | -77.6% |
| All | -80.5% | +238.1% | -318.5% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling