+179.2%
URI vs RUN
-82.6%
+261.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -9.8% | +33.4% | -43.2% | -13.6% |
| 30D | +1.7% | +31.1% | -29.4% | -2.5% |
| 3M | -9.1% | +6.4% | -15.5% | -10.5% |
| 6M | +9.9% | -22.2% | +32.1% | +11.9% |
| YTD | +31.2% | -45.8% | +77.0% | +38.0% |
| 1Y | +25.9% | -51.1% | +77.1% | +33.6% |
| 3Y | +147.4% | -3.0% | +150.4% | +93.1% |
| All | +179.2% | -82.6% | +261.7% | +188.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling