+230.9%
SPOT vs RUN
-38.5%
+269.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.2% |
| 7D | -6.9% | -3.4% | -3.5% | -6.8% |
| 30D | +4.1% | -14.0% | +18.1% | +4.5% |
| 3M | +3.7% | -27.5% | +31.2% | +4.4% |
| 6M | -1.6% | -29.0% | +27.4% | -1.2% |
| YTD | -10.2% | -53.1% | +42.9% | -9.0% |
| 1Y | -25.9% | -46.7% | +20.8% | -25.4% |
| All | +230.9% | -38.5% | +269.4% | +217.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling