+32.6%
XYZ vs RUN
-46.9%
+79.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +3.8% |
| 7D | +14.9% | +18.1% | -3.2% | +13.1% |
| 30D | +14.7% | +27.5% | -12.8% | +11.9% |
| 3M | +12.1% | -4.5% | +16.6% | +11.7% |
| 6M | +18.3% | -33.3% | +51.6% | +19.7% |
| YTD | +36.1% | -47.1% | +83.1% | +31.3% |
| All | +32.6% | -46.9% | +79.5% | +27.0% |
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