-46.5%
RUN vs RNG
+128.1%
-174.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -3.7% | -6.1% | +2.4% | -3.2% |
| 30D | -13.0% | +9.6% | -22.6% | -13.9% |
| 3M | -31.8% | +83.3% | -115.1% | -36.3% |
| 6M | -32.2% | +77.9% | -110.2% | -37.1% |
| YTD | -53.5% | +139.9% | -193.4% | -61.8% |
| 1Y | -46.5% | +121.7% | -168.2% | -54.1% |
| All | -46.5% | +128.1% | -174.6% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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