+20.0%
Z vs RUN
-24.4%
+44.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +12.3% | -22.9% | -13.5% |
| 7D | -2.3% | +30.0% | -32.3% | -8.6% |
| 30D | +9.4% | +27.0% | -17.7% | +2.7% |
| 3M | -16.1% | -5.9% | -10.2% | -16.0% |
| 6M | -30.4% | -26.7% | -3.8% | -27.4% |
| YTD | -55.6% | -46.4% | -9.2% | -51.9% |
| 1Y | -58.5% | -52.1% | -6.5% | -54.4% |
| 3Y | -19.6% | -8.9% | -10.7% | -42.9% |
| 5Y | -54.1% | -82.4% | +28.3% | -54.3% |
| 10Y | -12.1% | +109.6% | -121.6% | -45.5% |
| All | +20.0% | -24.4% | +44.4% | -22.7% |
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