-58.0%
Z vs RUN
-46.9%
-11.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +4.1% |
| 7D | -5.2% | +18.1% | -23.2% | -7.6% |
| 30D | +5.7% | +27.5% | -21.8% | +1.6% |
| 3M | -8.7% | -4.5% | -4.2% | -9.2% |
| 6M | -26.0% | -33.3% | +7.4% | -23.8% |
| YTD | -55.0% | -47.1% | -8.0% | -52.6% |
| All | -58.0% | -46.9% | -11.1% | -55.9% |
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