+206.7%
UAL vs RUN
-8.7%
+215.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.9% |
| 7D | +8.2% | +33.4% | -25.3% | +4.2% |
| 30D | +2.3% | +31.1% | -28.8% | -1.3% |
| 3M | -12.7% | +6.4% | -19.1% | -13.8% |
| 6M | +12.7% | -22.2% | +34.9% | +15.0% |
| YTD | +0.8% | -45.8% | +46.6% | +5.7% |
| 1Y | +17.8% | -51.1% | +68.9% | +24.1% |
| 3Y | +206.7% | -3.0% | +209.7% | +165.2% |
| All | +206.7% | -8.7% | +215.4% | +165.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling