+342.5%
RCL vs RUN
+43.6%
+299.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.9% |
| 7D | -2.2% | -1.8% | -0.4% | -1.9% |
| 30D | -15.7% | -10.8% | -4.8% | -13.9% |
| 3M | -8.0% | -30.2% | +22.2% | -2.1% |
| 6M | -10.1% | -22.3% | +12.2% | -7.2% |
| YTD | -5.9% | -52.2% | +46.3% | +3.8% |
| 1Y | -23.5% | -45.1% | +21.6% | -19.2% |
| 3Y | +174.4% | -37.1% | +211.5% | +112.6% |
| 5Y | +227.1% | -80.3% | +307.4% | +209.1% |
| 10Y | +342.5% | +45.2% | +297.3% | +101.3% |
| All | +342.5% | +43.6% | +299.0% | +101.3% |
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