+20.1%
W vs RUN
-46.2%
+66.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.6% |
| 7D | -4.2% | +1.3% | -5.4% | -4.4% |
| 30D | -7.6% | -15.3% | +7.7% | -4.5% |
| 3M | +37.2% | -40.0% | +77.2% | +49.2% |
| 6M | +26.3% | -27.0% | +53.3% | +34.0% |
| YTD | -1.0% | -51.7% | +50.7% | +8.3% |
| 1Y | +20.1% | -45.9% | +66.0% | +22.6% |
| All | +20.1% | -46.2% | +66.3% | +22.6% |
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