-17.5%
RUN vs RL
+241.0%
-258.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -1.4% |
| 7D | +1.3% | -0.8% | +2.1% | +1.6% |
| 30D | -15.3% | -7.8% | -7.5% | -12.3% |
| 3M | -40.0% | -4.0% | -36.0% | -39.4% |
| 6M | -27.0% | -1.9% | -25.1% | -27.4% |
| YTD | -51.7% | -0.2% | -51.5% | -51.9% |
| 1Y | -45.9% | +10.7% | -56.6% | -49.0% |
| 3Y | -43.8% | +210.8% | -254.5% | -68.4% |
| 5Y | -80.5% | +238.2% | -318.7% | -89.5% |
| 10Y | +45.3% | +313.4% | -268.1% | -31.7% |
| All | -17.5% | +241.0% | -258.5% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling