-2.4%
U vs RUN
-46.7%
+44.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | 0.0% | -3.4% | +3.3% | +0.7% |
| 30D | -4.1% | -14.0% | +9.9% | -1.0% |
| 3M | +57.8% | -27.5% | +85.3% | +67.7% |
| 6M | +103.5% | -29.0% | +132.5% | +113.6% |
| YTD | -4.8% | -53.1% | +48.3% | +12.3% |
| 1Y | -2.4% | -46.7% | +44.3% | +12.1% |
| All | -2.4% | -46.7% | +44.3% | +12.1% |
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