+96.6%
USB vs RUN
-24.4%
+121.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.3% | -14.4% | -3.2% |
| 7D | -1.5% | +30.0% | -31.5% | -4.0% |
| 30D | +4.3% | +27.0% | -22.7% | +1.8% |
| 3M | -6.1% | -5.9% | -0.2% | -6.0% |
| 6M | +9.4% | -26.7% | +36.1% | +11.4% |
| YTD | +15.2% | -46.4% | +61.5% | +19.1% |
| 1Y | +32.8% | -52.1% | +84.8% | +38.1% |
| 3Y | +91.3% | -8.9% | +100.2% | +67.7% |
| 5Y | +22.7% | -82.4% | +105.1% | +19.9% |
| 10Y | +97.0% | +109.6% | -12.5% | +40.9% |
| All | +96.6% | -24.4% | +121.1% | +44.4% |
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