-32.8%
RUN vs EXEL
+161.8%
-194.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +6.0% | +4.6% |
| 7D | +10.2% | +1.4% | +8.8% | +9.6% |
| 30D | -9.6% | +6.7% | -16.3% | -11.9% |
| 3M | -31.5% | +11.5% | -43.0% | -34.3% |
| 6M | -18.7% | +38.8% | -57.5% | -28.9% |
| YTD | -49.9% | +31.6% | -81.5% | -55.4% |
| 1Y | -45.5% | +53.0% | -98.5% | -54.6% |
| All | -32.8% | +161.8% | -194.6% | -60.8% |
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