-79.4%
RUN vs URA
+131.0%
-210.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +1.7% |
| 7D | +10.2% | +8.1% | +2.1% | +4.8% |
| 30D | -9.6% | +5.8% | -15.4% | -12.9% |
| 3M | -31.5% | +3.4% | -34.9% | -33.3% |
| 6M | -18.7% | -2.6% | -16.1% | -18.8% |
| YTD | -49.9% | +11.2% | -61.1% | -54.8% |
| 1Y | -45.5% | +19.8% | -65.3% | -54.1% |
| 3Y | -34.1% | +121.5% | -155.6% | -67.6% |
| 5Y | -79.4% | +134.5% | -213.9% | -90.9% |
| All | -79.4% | +131.0% | -210.4% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling