+45.2%
RUN vs URA
+369.2%
-324.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.2% | -3.7% |
| 7D | -1.8% | +5.7% | -7.5% | -5.1% |
| 30D | -10.8% | +5.6% | -16.4% | -13.9% |
| 3M | -30.2% | +6.2% | -36.4% | -33.0% |
| 6M | -22.3% | -8.2% | -14.1% | -19.3% |
| YTD | -52.2% | +9.7% | -61.8% | -56.2% |
| 1Y | -45.1% | +17.0% | -62.1% | -52.6% |
| 3Y | -37.1% | +118.5% | -155.6% | -66.5% |
| 5Y | -80.3% | +134.3% | -214.6% | -90.2% |
| 10Y | +45.2% | +377.5% | -332.3% | -59.5% |
| All | +45.2% | +369.2% | -324.0% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling