-58.7%
Z vs RUN
-46.2%
-12.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -3.0% | +1.3% | -4.3% | -3.1% |
| 30D | -4.2% | -15.3% | +11.1% | -2.6% |
| 3M | -3.7% | -40.0% | +36.3% | +0.8% |
| 6M | -24.5% | -27.0% | +2.4% | -23.2% |
| YTD | -49.3% | -51.7% | +2.4% | -46.1% |
| 1Y | -58.7% | -45.9% | -12.8% | -56.4% |
| All | -58.7% | -46.2% | -12.5% | -56.4% |
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