+40.3%
RUN vs EXEL
+375.2%
-334.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.1% |
| 7D | -3.7% | -4.9% | +1.2% | -2.3% |
| 30D | -13.0% | +11.4% | -24.4% | -15.9% |
| 3M | -31.8% | +4.9% | -36.7% | -32.8% |
| 6M | -32.2% | +34.4% | -66.6% | -38.6% |
| YTD | -53.5% | +28.0% | -81.5% | -57.3% |
| 1Y | -46.5% | +43.6% | -90.2% | -52.8% |
| 3Y | -37.6% | +155.2% | -192.8% | -54.7% |
| 5Y | -80.9% | +181.2% | -262.0% | -86.6% |
| All | +40.3% | +375.2% | -334.9% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling