-17.5%
RUN vs EXR
+181.3%
-198.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.3% |
| 7D | +1.3% | -2.6% | +3.8% | +2.9% |
| 30D | -15.3% | -7.2% | -8.1% | -11.1% |
| 3M | -40.0% | -3.5% | -36.5% | -39.2% |
| 6M | -27.0% | -5.3% | -21.7% | -25.2% |
| YTD | -51.7% | +9.4% | -61.0% | -55.3% |
| 1Y | -45.9% | +1.3% | -47.2% | -47.6% |
| 3Y | -43.8% | +22.4% | -66.2% | -49.3% |
| 5Y | -80.5% | -12.2% | -68.2% | -79.4% |
| 10Y | +45.3% | +148.6% | -103.3% | +12.1% |
| All | -17.5% | +181.3% | -198.8% | -39.9% |
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