+120.5%
URI vs RUN
-42.7%
+163.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | -2.0% | +1.3% | -3.2% | -2.1% |
| 30D | -12.9% | -15.3% | +2.3% | -11.7% |
| 3M | -6.7% | -40.0% | +33.3% | -2.5% |
| 6M | +19.0% | -27.0% | +45.9% | +21.5% |
| YTD | +25.5% | -51.7% | +77.2% | +32.1% |
| 1Y | +5.5% | -45.9% | +51.4% | +9.4% |
| All | +120.5% | -42.7% | +163.2% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling