+64.2%
UPS vs RUN
-34.8%
+99.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.1% | +4.2% | -1.4% |
| 7D | -0.6% | -13.7% | +13.1% | +0.5% |
| 30D | +16.4% | +9.4% | +7.1% | +15.3% |
| 3M | +7.9% | -13.4% | +21.3% | +8.7% |
| 6M | +15.8% | -39.6% | +55.4% | +19.4% |
| YTD | +16.6% | -53.7% | +70.3% | +21.0% |
| 1Y | +22.3% | -56.2% | +78.5% | +27.3% |
| 3Y | -6.2% | -9.7% | +3.5% | -15.8% |
| 5Y | -34.4% | -85.5% | +51.1% | -34.8% |
| 10Y | +41.7% | +66.7% | -25.1% | +13.3% |
| All | +64.2% | -34.8% | +99.0% | +32.5% |
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