+20.6%
UL vs RUN
-80.3%
+100.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.6% |
| 7D | -3.2% | -1.8% | -1.4% | -3.2% |
| 30D | -0.6% | -10.8% | +10.3% | -0.4% |
| 3M | +9.4% | -30.2% | +39.6% | +9.9% |
| 6M | -4.1% | -22.3% | +18.2% | -4.0% |
| YTD | -2.0% | -52.2% | +50.2% | -1.3% |
| 1Y | -9.0% | -45.1% | +36.1% | -8.8% |
| 3Y | +21.8% | -37.1% | +58.9% | +18.8% |
| 5Y | +20.6% | -80.3% | +100.9% | +21.3% |
| All | +20.6% | -80.3% | +100.8% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling