+67.6%
UBER vs RUN
-44.1%
+111.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +1.6% | -13.5% | +15.1% | +4.1% |
| 30D | +0.6% | +18.3% | -17.7% | -3.0% |
| 3M | -8.2% | -12.5% | +4.3% | -6.8% |
| 6M | -6.7% | -40.3% | +33.6% | +0.3% |
| YTD | -14.7% | -53.1% | +38.4% | -7.9% |
| 1Y | -24.1% | -54.3% | +30.2% | -17.9% |
| 3Y | +33.4% | -6.5% | +39.9% | -5.3% |
| 5Y | +54.5% | -85.3% | +139.7% | +59.0% |
| All | +67.6% | -44.1% | +111.8% | -29.4% |
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