-19.9%
RUN vs RVTY
+200.3%
-220.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.5% |
| 7D | -13.5% | -0.5% | -13.1% | -13.3% |
| 30D | +18.3% | +1.5% | +16.8% | +15.7% |
| 3M | -12.5% | +31.5% | -43.9% | -30.4% |
| 6M | -40.3% | +62.7% | -103.0% | -60.1% |
| YTD | -53.1% | +60.0% | -113.1% | -68.8% |
| 1Y | -54.3% | +65.7% | -120.0% | -70.4% |
| 3Y | -6.5% | +85.2% | -91.7% | -44.5% |
| 5Y | -85.3% | -14.9% | -70.4% | -85.0% |
| 10Y | +68.9% | +211.9% | -143.0% | -18.7% |
| All | -19.9% | +200.3% | -220.2% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling