+37.0%
Z vs RUN
-31.9%
+69.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.0% | +1.3% | -4.3% | -3.3% |
| 30D | -4.2% | -15.3% | +11.1% | -0.7% |
| 3M | -3.7% | -40.0% | +36.3% | +7.0% |
| 6M | -24.5% | -27.0% | +2.4% | -21.1% |
| YTD | -49.3% | -51.7% | +2.4% | -43.2% |
| 1Y | -58.7% | -45.9% | -12.8% | -56.0% |
| 3Y | -34.1% | -43.8% | +9.6% | -47.0% |
| 5Y | -64.5% | -80.5% | +15.9% | -65.5% |
| 10Y | -0.5% | +45.3% | -45.8% | -35.6% |
| All | +37.0% | -31.9% | +69.0% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling