-42.7%
RUN vs EXPD
+68.7%
-111.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.1% |
| 7D | +1.3% | -1.1% | +2.4% | +2.1% |
| 30D | -15.3% | +4.1% | -19.3% | -17.8% |
| 3M | -40.0% | +17.9% | -57.9% | -47.0% |
| 6M | -27.0% | +29.2% | -56.2% | -40.4% |
| YTD | -51.7% | +27.4% | -79.0% | -60.9% |
| 1Y | -45.9% | +56.8% | -102.7% | -65.1% |
| All | -42.7% | +68.7% | -111.4% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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