-42.5%
RUN vs EXR
-0.3%
-42.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +10.2% | -0.7% | +10.8% | +10.3% |
| 30D | -9.6% | -6.9% | -2.7% | -8.2% |
| 3M | -31.5% | -3.0% | -28.5% | -31.4% |
| 6M | -18.7% | -2.9% | -15.8% | -19.8% |
| YTD | -49.9% | +9.3% | -59.2% | -53.4% |
| All | -42.5% | -0.3% | -42.2% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling