+52.2%
UPS vs RUN
-31.9%
+84.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -2.9% | +1.3% | -4.1% | -3.0% |
| 30D | -3.5% | -15.3% | +11.7% | -2.4% |
| 3M | -5.7% | -40.0% | +34.3% | -2.3% |
| 6M | -4.4% | -27.0% | +22.6% | -2.7% |
| YTD | +8.0% | -51.7% | +59.7% | +12.2% |
| 1Y | +29.0% | -45.9% | +74.9% | +31.9% |
| 3Y | -27.7% | -43.8% | +16.1% | -32.5% |
| 5Y | -34.3% | -80.5% | +46.1% | -36.1% |
| 10Y | +37.8% | +45.3% | -7.5% | +10.5% |
| All | +52.2% | -31.9% | +84.1% | +22.8% |
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