-39.0%
U vs RUN
-85.2%
+46.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -3.8% | +1.3% | -5.1% | -4.3% |
| 30D | +17.5% | -15.3% | +32.7% | +22.3% |
| 3M | +38.7% | -40.0% | +78.7% | +59.3% |
| 6M | +104.4% | -27.0% | +131.4% | +116.4% |
| YTD | -5.7% | -51.7% | +46.0% | +10.9% |
| 1Y | +3.7% | -45.9% | +49.6% | +15.3% |
| 3Y | +12.3% | -43.8% | +56.1% | -17.8% |
| 5Y | -68.8% | -80.5% | +11.7% | -68.1% |
| All | -39.0% | -85.2% | +46.2% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling