-84.4%
RUN vs EXEL
+286.3%
-370.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +4.0% | +4.1% |
| 7D | +3.2% | -2.8% | +6.0% | +4.1% |
| 30D | +19.5% | +18.2% | +1.3% | +10.5% |
| 3M | -9.6% | +37.7% | -47.3% | -22.1% |
| 6M | -37.3% | +42.2% | -79.5% | -46.9% |
| YTD | -50.7% | +61.3% | -112.0% | -61.1% |
| 1Y | -54.1% | +64.5% | -118.6% | -64.1% |
| 3Y | -3.9% | +236.7% | -240.6% | -52.6% |
| 5Y | -84.4% | +296.3% | -380.7% | -93.8% |
| All | -84.4% | +286.3% | -370.7% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling