-36.5%
RUN vs EXR
+23.7%
-60.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.8% |
| 7D | +1.3% | -2.6% | +3.8% | +3.9% |
| 30D | -15.3% | -7.2% | -8.1% | -8.7% |
| 3M | -40.0% | -3.5% | -36.5% | -38.8% |
| 6M | -27.0% | -5.3% | -21.7% | -24.5% |
| YTD | -51.7% | +9.4% | -61.0% | -58.5% |
| 1Y | -45.9% | +1.3% | -47.2% | -49.6% |
| All | -36.5% | +23.7% | -60.1% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling