+94.0%
UAL vs RUN
-23.6%
+117.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.8% |
| 7D | +8.2% | +33.4% | -25.3% | +2.7% |
| 30D | +2.3% | +31.1% | -28.8% | -2.6% |
| 3M | -12.7% | +6.4% | -19.1% | -14.1% |
| 6M | +12.7% | -22.2% | +34.9% | +16.1% |
| YTD | +0.8% | -45.8% | +46.6% | +8.1% |
| 1Y | +17.8% | -51.1% | +68.9% | +27.4% |
| 3Y | +206.7% | -3.0% | +209.7% | +143.6% |
| 5Y | +113.9% | -82.2% | +196.1% | +112.7% |
| 10Y | +97.0% | +111.9% | -14.9% | +16.2% |
| All | +94.0% | -23.6% | +117.6% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling