-45.1%
RUN vs RVTY
+43.7%
-88.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.0% | -3.1% |
| 7D | -1.8% | -5.4% | +3.6% | +1.3% |
| 30D | -10.8% | +6.7% | -17.6% | -14.1% |
| 3M | -30.2% | +19.0% | -49.2% | -37.5% |
| 6M | -22.3% | +34.6% | -57.0% | -36.7% |
| YTD | -52.2% | +28.3% | -80.4% | -59.6% |
| 1Y | -45.1% | +46.0% | -91.1% | -55.1% |
| All | -45.1% | +43.7% | -88.8% | -55.1% |
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