+1,574.8%
URI vs RUN
-23.6%
+1,598.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | -9.8% | +33.4% | -43.2% | -14.4% |
| 30D | +1.7% | +31.1% | -29.4% | -3.3% |
| 3M | -9.1% | +6.4% | -15.5% | -10.8% |
| 6M | +9.9% | -22.2% | +32.1% | +12.3% |
| YTD | +31.2% | -45.8% | +77.0% | +39.3% |
| 1Y | +25.9% | -51.1% | +77.1% | +35.1% |
| 3Y | +147.4% | -3.0% | +150.4% | +89.0% |
| 5Y | +179.7% | -82.2% | +262.0% | +175.3% |
| 10Y | +1,419.5% | +111.9% | +1,307.6% | +780.0% |
| All | +1,574.8% | -23.6% | +1,598.4% | +899.2% |
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