-6.5%
RUN vs EXEL
+230.5%
-237.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | -13.5% | -0.8% | -12.7% | -13.2% |
| 30D | +18.3% | +13.1% | +5.2% | +12.7% |
| 3M | -12.5% | +36.3% | -48.8% | -22.4% |
| 6M | -40.3% | +34.5% | -74.8% | -46.8% |
| YTD | -53.1% | +57.4% | -110.5% | -61.0% |
| 1Y | -54.3% | +62.9% | -117.2% | -62.5% |
| 3Y | -6.5% | +229.5% | -236.0% | -47.4% |
| All | -6.5% | +230.5% | -237.0% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling