+80.0%
UL vs RUN
-31.9%
+111.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -1.3% | +1.3% | -2.6% | -1.4% |
| 30D | +0.5% | -15.3% | +15.7% | +0.9% |
| 3M | +17.6% | -40.0% | +57.6% | +19.1% |
| 6M | -5.4% | -27.0% | +21.6% | -4.9% |
| YTD | +0.7% | -51.7% | +52.4% | +2.0% |
| 1Y | -9.3% | -45.9% | +36.6% | -8.7% |
| 3Y | +24.5% | -43.8% | +68.3% | +20.5% |
| 5Y | +23.2% | -80.5% | +103.7% | +21.8% |
| 10Y | +64.5% | +45.3% | +19.2% | +42.9% |
| All | +80.0% | -31.9% | +111.9% | +57.3% |
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 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