-15.8%
RUN vs EXR
+225.4%
-241.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +4.0% | +4.0% |
| 7D | +3.2% | -1.1% | +4.3% | +3.9% |
| 30D | +19.5% | +18.8% | +0.7% | +7.3% |
| 3M | -9.6% | +9.9% | -19.5% | -14.6% |
| 6M | -37.3% | +12.6% | -49.9% | -42.2% |
| YTD | -50.7% | +26.5% | -77.2% | -58.4% |
| 1Y | -54.1% | +24.5% | -78.6% | -60.8% |
| 3Y | -3.9% | +52.4% | -56.3% | -23.9% |
| 5Y | -84.4% | -1.5% | -82.9% | -84.8% |
| 10Y | +77.5% | +216.0% | -138.5% | +25.0% |
| All | -15.8% | +225.4% | -241.2% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling