-23.8%
SPOT vs RUN
-47.1%
+23.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | -3.1% | -3.7% | +0.6% | -3.1% |
| 30D | +7.4% | -13.0% | +20.4% | +7.2% |
| 3M | +8.2% | -31.8% | +40.0% | +7.8% |
| 6M | +2.2% | -32.2% | +34.4% | +1.6% |
| YTD | -9.5% | -53.5% | +44.0% | -9.9% |
| 1Y | -23.8% | -46.5% | +22.7% | -29.2% |
| All | -23.8% | -47.1% | +23.2% | -29.2% |
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