+104.2%
UAL vs RUN
+43.6%
+60.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.5% | -0.2% |
| 7D | -1.1% | -1.8% | +0.7% | -0.9% |
| 30D | -13.4% | -10.8% | -2.6% | -11.7% |
| 3M | -2.3% | -30.2% | +27.9% | +3.7% |
| 6M | +13.3% | -22.3% | +35.7% | +17.3% |
| YTD | -4.2% | -52.2% | +48.0% | +6.1% |
| 1Y | +1.4% | -45.1% | +46.5% | +8.4% |
| 3Y | +125.8% | -37.1% | +162.9% | +89.3% |
| 5Y | +130.0% | -80.3% | +210.2% | +121.7% |
| 10Y | +104.2% | +45.2% | +59.0% | +2.5% |
| All | +104.2% | +43.6% | +60.7% | +2.5% |
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