-45.9%
RUN vs RVTY
+57.1%
-103.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.3% | +1.1% | +0.2% | +0.7% |
| 30D | -15.3% | +13.2% | -28.5% | -21.1% |
| 3M | -40.0% | +27.2% | -67.3% | -48.6% |
| 6M | -27.0% | +32.4% | -59.4% | -39.6% |
| YTD | -51.7% | +34.9% | -86.6% | -60.7% |
| 1Y | -45.9% | +52.4% | -98.3% | -58.6% |
| All | -45.9% | +57.1% | -103.0% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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