-80.3%
RUN vs EXEL
+194.6%
-274.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -5.1% |
| 7D | -1.8% | -0.3% | -1.4% | -1.7% |
| 30D | -10.8% | +10.1% | -21.0% | -14.7% |
| 3M | -30.2% | +10.1% | -40.2% | -33.1% |
| 6M | -22.3% | +37.7% | -60.0% | -33.4% |
| YTD | -52.2% | +33.1% | -85.3% | -58.5% |
| 1Y | -45.1% | +52.4% | -97.5% | -55.6% |
| 3Y | -37.1% | +163.8% | -200.9% | -64.1% |
| 5Y | -80.3% | +198.5% | -278.8% | -91.5% |
| All | -80.3% | +194.6% | -274.9% | -91.5% |
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