+375.0%
RCL vs RUN
+94.0%
+281.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.6% | +11.4% | +2.9% |
| 7D | +8.5% | +0.3% | +8.2% | +8.0% |
| 30D | +20.4% | +14.0% | +6.4% | +16.6% |
| 3M | +11.0% | -11.8% | +22.7% | +12.5% |
| 6M | +24.9% | -40.4% | +65.2% | +35.5% |
| YTD | +23.9% | -52.7% | +76.5% | +35.8% |
| 1Y | +30.8% | -52.5% | +83.4% | +42.6% |
| 3Y | +270.4% | -7.7% | +278.1% | +157.5% |
| 5Y | +296.1% | -83.9% | +380.0% | +298.5% |
| 10Y | +375.0% | +84.9% | +290.1% | +104.9% |
| All | +375.0% | +94.0% | +281.0% | +104.9% |
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