+237.3%
RCL vs RUN
-31.9%
+269.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -5.1% | +1.3% | -6.3% | -5.3% |
| 30D | -19.0% | -15.3% | -3.8% | -16.8% |
| 3M | -9.6% | -40.0% | +30.4% | -1.7% |
| 6M | -6.7% | -27.0% | +20.3% | -2.8% |
| YTD | -3.9% | -51.7% | +47.8% | +5.1% |
| 1Y | -25.1% | -45.9% | +20.8% | -21.1% |
| 3Y | +179.1% | -43.8% | +222.9% | +130.4% |
| 5Y | +243.3% | -80.5% | +323.8% | +228.0% |
| 10Y | +325.8% | +45.3% | +280.5% | +143.0% |
| All | +237.3% | -31.9% | +269.3% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling