-17.5%
RUN vs URA
+305.7%
-323.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.9% |
| 7D | +1.3% | +1.1% | +0.2% | +0.5% |
| 30D | -15.3% | +7.4% | -22.6% | -19.1% |
| 3M | -40.0% | -8.4% | -31.6% | -36.8% |
| 6M | -27.0% | -12.7% | -14.2% | -21.8% |
| YTD | -51.7% | +7.8% | -59.5% | -55.3% |
| 1Y | -45.9% | +19.5% | -65.3% | -54.1% |
| 3Y | -43.8% | +116.4% | -160.2% | -70.1% |
| 5Y | -80.5% | +134.3% | -214.8% | -90.4% |
| 10Y | +45.3% | +359.3% | -314.0% | -62.2% |
| All | -17.5% | +305.7% | -323.2% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling