-15.8%
RUN vs EXPD
+365.9%
-381.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.3% | +1.8% |
| 7D | +3.2% | -1.6% | +4.8% | +3.9% |
| 30D | +19.5% | +0.6% | +18.9% | +18.2% |
| 3M | -9.6% | +9.8% | -19.4% | -17.2% |
| 6M | -37.3% | +25.8% | -63.1% | -49.0% |
| YTD | -50.7% | +31.3% | -82.0% | -62.3% |
| 1Y | -54.1% | +40.9% | -95.0% | -67.1% |
| 3Y | -3.9% | +74.7% | -78.6% | -43.8% |
| 5Y | -84.4% | +62.9% | -147.3% | -90.2% |
| 10Y | +77.5% | +334.3% | -256.9% | -46.0% |
| All | -15.8% | +365.9% | -381.7% | -75.9% |
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