+331.2%
RCL vs RUN
-25.4%
+356.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.4% |
| 7D | +5.0% | +18.1% | -13.1% | +1.6% |
| 30D | +19.4% | +27.5% | -8.1% | +13.8% |
| 3M | +5.9% | -4.5% | +10.4% | +6.0% |
| 6M | +23.8% | -33.3% | +57.1% | +31.0% |
| YTD | +22.8% | -47.1% | +69.9% | +31.2% |
| 1Y | +34.3% | -43.1% | +77.4% | +41.0% |
| 3Y | +276.4% | -3.0% | +279.4% | +174.9% |
| 5Y | +281.6% | -82.6% | +364.2% | +277.2% |
| 10Y | +379.0% | +103.3% | +275.7% | +164.2% |
| All | +331.2% | -25.4% | +356.6% | +148.8% |
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