-19.9%
RUN vs EXEL
+931.4%
-951.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -13.5% | -0.8% | -12.7% | -13.3% |
| 30D | +18.3% | +13.1% | +5.2% | +14.0% |
| 3M | -12.5% | +36.3% | -48.8% | -20.3% |
| 6M | -40.3% | +34.5% | -74.8% | -45.5% |
| YTD | -53.1% | +57.4% | -110.5% | -59.4% |
| 1Y | -54.3% | +62.9% | -117.2% | -60.8% |
| 3Y | -6.5% | +229.5% | -236.0% | -35.7% |
| 5Y | -85.3% | +281.2% | -366.5% | -90.3% |
| 10Y | +68.9% | +320.7% | -251.8% | +1.9% |
| All | -19.9% | +931.4% | -951.3% | -58.7% |
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