+3.5%
W vs RUN
-50.6%
+54.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.7% |
| 7D | -7.4% | +3.2% | -10.6% | -8.6% |
| 30D | +7.8% | +19.5% | -11.7% | +2.0% |
| 3M | +10.9% | -9.6% | +20.5% | +12.6% |
| 6M | +86.4% | -37.3% | +123.7% | +102.8% |
| YTD | +14.0% | -50.7% | +64.7% | +24.9% |
| 1Y | +3.5% | -54.1% | +57.6% | +15.6% |
| All | +3.5% | -50.6% | +54.1% | +15.6% |
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