+98.3%
USB vs RUN
-42.7%
+140.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +1.4% | +1.3% | +0.2% | +1.3% |
| 30D | -1.3% | -15.3% | +13.9% | -0.2% |
| 3M | +15.2% | -40.0% | +55.3% | +19.4% |
| 6M | +18.8% | -27.0% | +45.8% | +20.6% |
| YTD | +21.0% | -51.7% | +72.7% | +25.9% |
| 1Y | +34.0% | -45.9% | +79.9% | +37.3% |
| All | +98.3% | -42.7% | +140.9% | +77.5% |
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