-19.1%
RUN vs URA
+192.0%
-211.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +2.5% | -15.2% | -14.3% |
| 7D | +0.3% | +0.3% | 0.0% | -0.7% |
| 30D | +14.0% | -14.8% | +28.8% | +24.6% |
| 3M | -11.8% | -25.3% | +13.6% | +4.6% |
| 6M | -40.4% | -39.9% | -0.5% | -19.5% |
| YTD | -52.7% | -22.4% | -30.2% | -46.8% |
| 1Y | -52.5% | -29.0% | -23.6% | -43.8% |
| 3Y | -7.7% | +41.0% | -48.7% | -35.7% |
| 5Y | -83.9% | +38.3% | -122.2% | -88.9% |
| 10Y | +84.9% | +276.1% | -191.1% | -46.9% |
| All | -19.1% | +192.0% | -211.1% | -73.3% |
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