-0.3%
SPOT vs RUN
-53.7%
+53.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.6% |
| 7D | +16.6% | +18.5% | -1.9% | +16.9% |
| 30D | +29.9% | +15.5% | +14.4% | +30.2% |
| 3M | +31.3% | -20.3% | +51.6% | +30.2% |
| 6M | +43.2% | -30.8% | +74.0% | +42.0% |
| YTD | +8.1% | -52.2% | +60.3% | +6.8% |
| 1Y | -0.3% | -53.9% | +53.6% | -1.7% |
| All | -0.3% | -53.7% | +53.4% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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