+331.9%
RCL vs RUN
+68.6%
+263.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | -1.2% | -13.5% | +12.3% | +1.4% |
| 30D | +17.8% | +18.3% | -0.5% | +13.2% |
| 3M | +4.9% | -12.5% | +17.4% | +6.6% |
| 6M | +23.7% | -40.3% | +64.0% | +34.2% |
| YTD | +17.8% | -53.1% | +70.9% | +29.4% |
| 1Y | +28.9% | -54.3% | +83.2% | +41.7% |
| 3Y | +241.9% | -6.5% | +248.4% | +136.4% |
| 5Y | +295.4% | -85.3% | +380.7% | +309.7% |
| All | +331.9% | +68.6% | +263.4% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling