-34.1%
RUN vs RVTY
+16.6%
-50.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +5.5% |
| 7D | +10.2% | +0.4% | +9.8% | +9.8% |
| 30D | -9.6% | +10.8% | -20.4% | -16.5% |
| 3M | -31.5% | +26.8% | -58.3% | -43.8% |
| 6M | -18.7% | +39.3% | -58.0% | -39.0% |
| YTD | -49.9% | +31.6% | -81.5% | -60.8% |
| 1Y | -45.5% | +47.7% | -93.2% | -61.5% |
| 3Y | -34.1% | +19.9% | -54.0% | -48.2% |
| All | -34.1% | +16.6% | -50.7% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling