+71.1%
RUN vs EXEL
+325.9%
-254.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.8% | -5.7% |
| 7D | -13.7% | +1.6% | -15.3% | -14.1% |
| 30D | +9.4% | +17.4% | -8.0% | +3.6% |
| 3M | -13.4% | +38.6% | -52.0% | -22.5% |
| 6M | -39.6% | +41.2% | -80.8% | -46.3% |
| YTD | -53.7% | +59.3% | -113.0% | -60.8% |
| 1Y | -56.2% | +60.2% | -116.4% | -62.9% |
| 3Y | -9.7% | +232.6% | -242.3% | -41.4% |
| 5Y | -85.5% | +285.9% | -371.3% | -91.1% |
| All | +71.1% | +325.9% | -254.8% | +0.9% |
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