-6.5%
RUN vs EXPD
+75.3%
-81.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | -13.5% | +5.5% | -19.0% | -16.5% |
| 30D | +18.3% | -0.8% | +19.1% | +18.4% |
| 3M | -12.5% | +4.1% | -16.6% | -15.5% |
| 6M | -40.3% | +25.7% | -66.0% | -49.8% |
| YTD | -53.1% | +31.4% | -84.5% | -62.7% |
| 1Y | -54.3% | +42.2% | -96.4% | -66.2% |
| 3Y | -6.5% | +77.2% | -83.7% | -58.6% |
| All | -6.5% | +75.3% | -81.8% | -58.6% |
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