-17.5%
RUN vs EXEL
+782.1%
-799.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.3% | +8.4% | -7.1% | -1.1% |
| 30D | -15.3% | +4.1% | -19.3% | -16.1% |
| 3M | -40.0% | +12.4% | -52.4% | -42.1% |
| 6M | -27.0% | +41.5% | -68.5% | -34.4% |
| YTD | -51.7% | +34.6% | -86.3% | -56.1% |
| 1Y | -45.9% | +57.9% | -103.8% | -53.2% |
| 3Y | -43.8% | +159.5% | -203.3% | -58.6% |
| 5Y | -80.5% | +198.5% | -279.0% | -86.3% |
| 10Y | +45.3% | +411.4% | -366.1% | -14.8% |
| All | -17.5% | +782.1% | -799.5% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling