+91.7%
UAL vs RUN
-31.9%
+123.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.6% |
| 7D | +0.7% | +1.3% | -0.5% | +0.5% |
| 30D | -16.1% | -15.3% | -0.9% | -13.9% |
| 3M | +6.1% | -40.0% | +46.2% | +14.8% |
| 6M | +10.8% | -27.0% | +37.8% | +15.7% |
| YTD | -0.4% | -51.7% | +51.3% | +9.4% |
| 1Y | +5.0% | -45.9% | +50.9% | +11.9% |
| 3Y | +124.0% | -43.8% | +167.8% | +96.5% |
| 5Y | +141.0% | -80.5% | +221.5% | +134.0% |
| 10Y | +118.0% | +45.3% | +72.7% | +33.6% |
| All | +91.7% | -31.9% | +123.6% | +18.6% |
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 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