-20.4%
Z vs RUN
-8.7%
-11.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.6% |
| 7D | -4.6% | +33.4% | -38.0% | -8.6% |
| 30D | +8.3% | +31.1% | -22.8% | +3.9% |
| 3M | -11.6% | +6.4% | -18.0% | -13.0% |
| 6M | -33.6% | -22.2% | -11.4% | -32.5% |
| YTD | -56.7% | -45.8% | -10.9% | -54.5% |
| 1Y | -59.1% | -51.1% | -8.0% | -56.7% |
| 3Y | -20.4% | -3.0% | -17.4% | -41.0% |
| All | -20.4% | -8.7% | -11.7% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling