+73.3%
RUN vs URA
+266.3%
-193.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.3% |
| 7D | -13.5% | -1.5% | -12.0% | -12.7% |
| 30D | +18.3% | -10.4% | +28.7% | +25.4% |
| 3M | -12.5% | -29.6% | +17.2% | +7.7% |
| 6M | -40.3% | -40.3% | 0.0% | -19.0% |
| YTD | -53.1% | -25.5% | -27.6% | -45.8% |
| 1Y | -54.3% | -26.4% | -27.8% | -46.9% |
| 3Y | -6.5% | +31.4% | -37.9% | -31.3% |
| 5Y | -85.3% | +28.6% | -113.9% | -89.4% |
| All | +73.3% | +266.3% | -193.0% | -46.2% |
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