-17.5%
RUN vs EXPD
+352.0%
-369.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.2% |
| 7D | +1.3% | -1.1% | +2.4% | +2.2% |
| 30D | -15.3% | +4.1% | -19.3% | -18.1% |
| 3M | -40.0% | +17.9% | -57.9% | -47.9% |
| 6M | -27.0% | +29.2% | -56.2% | -41.9% |
| YTD | -51.7% | +27.4% | -79.0% | -61.8% |
| 1Y | -45.9% | +56.8% | -102.7% | -65.4% |
| 3Y | -43.8% | +68.0% | -111.8% | -65.6% |
| 5Y | -80.5% | +61.9% | -142.3% | -87.7% |
| 10Y | +45.3% | +316.0% | -270.7% | -54.0% |
| All | -17.5% | +352.0% | -369.5% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling