-59.1%
Z vs RUN
-51.5%
-7.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.6% |
| 7D | -4.6% | +33.4% | -38.0% | -8.4% |
| 30D | +8.3% | +31.1% | -22.8% | +4.1% |
| 3M | -11.6% | +6.4% | -18.0% | -13.1% |
| 6M | -33.6% | -22.2% | -11.4% | -33.3% |
| YTD | -56.7% | -45.8% | -10.9% | -54.7% |
| 1Y | -59.1% | -51.1% | -8.0% | -57.0% |
| All | -59.1% | -51.5% | -7.6% | -57.0% |
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