-81.2%
RUN vs UUUU
+88.5%
-169.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.4% | +0.3% |
| 7D | -3.4% | -5.0% | +1.7% | -1.6% |
| 30D | -14.0% | -7.8% | -6.2% | -11.7% |
| 3M | -27.5% | -0.4% | -27.0% | -27.9% |
| 6M | -29.0% | -32.9% | +3.9% | -20.9% |
| YTD | -53.1% | -6.3% | -46.8% | -55.0% |
| 1Y | -46.7% | +7.9% | -54.6% | -54.2% |
| 3Y | -38.3% | +85.2% | -123.5% | -63.9% |
| All | -81.2% | +88.5% | -169.7% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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