+87.1%
UL vs RUN
-33.9%
+121.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | +1.1% | -13.5% | +14.6% | +1.5% |
| 30D | +4.5% | +18.3% | -13.8% | +3.9% |
| 3M | +6.5% | -12.5% | +18.9% | +6.7% |
| 6M | +18.2% | -40.3% | +58.5% | +19.5% |
| YTD | +4.7% | -53.1% | +57.8% | +6.0% |
| 1Y | +0.8% | -54.3% | +55.0% | +2.0% |
| 3Y | +35.9% | -6.5% | +42.4% | +28.8% |
| 5Y | +33.4% | -85.3% | +118.7% | +33.6% |
| 10Y | +106.9% | +68.9% | +38.0% | +79.2% |
| All | +87.1% | -33.9% | +121.0% | +63.5% |
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