+0.4%
UAL vs RUN
-49.0%
+49.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.7% | -6.5% | -3.7% |
| 7D | +3.5% | +10.2% | -6.7% | +1.0% |
| 30D | -16.5% | -9.6% | -6.8% | -14.5% |
| 3M | +2.8% | -31.5% | +34.3% | +11.3% |
| 6M | +17.6% | -18.7% | +36.3% | +22.1% |
| YTD | -3.2% | -49.9% | +46.7% | +9.2% |
| 1Y | +0.4% | -45.5% | +45.9% | +15.0% |
| All | +0.4% | -49.0% | +49.4% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling