-45.9%
RUN vs USFR
+4.0%
-49.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | +0.1% |
| 7D | +1.3% | +0.1% | +1.2% | +2.9% |
| 30D | -15.3% | +0.3% | -15.6% | -7.4% |
| 3M | -40.0% | +1.0% | -41.0% | -21.3% |
| 6M | -27.0% | +1.9% | -28.9% | +11.3% |
| YTD | -51.7% | +2.6% | -54.3% | -29.5% |
| 1Y | -45.9% | +4.0% | -49.9% | -56.0% |
| All | -45.9% | +4.0% | -49.9% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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