+1,157.2%
URI vs RUN
+46.3%
+1,110.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.2% |
| 7D | +2.5% | +10.2% | -7.6% | +0.6% |
| 30D | -12.5% | -9.6% | -2.9% | -11.0% |
| 3M | -6.2% | -31.5% | +25.3% | -0.4% |
| 6M | +25.9% | -18.7% | +44.6% | +28.0% |
| YTD | +26.2% | -49.9% | +76.1% | +37.7% |
| 1Y | +5.5% | -45.5% | +51.0% | +11.7% |
| 3Y | +125.0% | -34.1% | +159.1% | +80.0% |
| 5Y | +210.4% | -79.4% | +289.9% | +194.0% |
| 10Y | +1,157.2% | +48.9% | +1,108.2% | +465.9% |
| All | +1,157.2% | +46.3% | +1,110.8% | +465.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling