+25.3%
U vs RUN
-57.8%
+83.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.1% | +7.1% | +2.5% |
| 7D | +2.8% | -13.7% | +16.5% | +6.3% |
| 30D | +7.6% | +9.4% | -1.8% | +5.6% |
| 3M | +12.7% | -13.4% | +26.1% | +15.4% |
| 6M | +87.0% | -39.6% | +126.5% | +104.1% |
| YTD | +13.6% | -53.7% | +67.3% | +34.0% |
| 1Y | +25.3% | -56.2% | +81.5% | +49.3% |
| All | +25.3% | -57.8% | +83.1% | +49.3% |
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