+101.1%
UAL vs RUN
+94.0%
+7.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -10.6% | +10.7% | +2.1% |
| 7D | +12.5% | +0.3% | +12.1% | +11.9% |
| 30D | +12.2% | +14.0% | -1.8% | +8.9% |
| 3M | -2.6% | -11.8% | +9.2% | -1.2% |
| 6M | +21.1% | -40.4% | +61.5% | +31.0% |
| YTD | +7.8% | -52.7% | +60.5% | +18.9% |
| 1Y | +25.4% | -52.5% | +77.9% | +37.6% |
| 3Y | +217.3% | -7.7% | +225.1% | +144.7% |
| 5Y | +132.9% | -83.9% | +216.7% | +136.7% |
| 10Y | +101.1% | +84.9% | +16.2% | -0.6% |
| All | +101.1% | +94.0% | +7.1% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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