+41.5%
RUN vs RRC
+6.5%
+35.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.0% |
| 7D | -3.4% | -1.2% | -2.2% | -3.1% |
| 30D | -14.0% | +3.0% | -16.9% | -14.5% |
| 3M | -27.5% | +7.3% | -34.8% | -28.9% |
| 6M | -29.0% | +3.6% | -32.5% | -30.0% |
| YTD | -53.1% | +19.4% | -72.5% | -55.7% |
| 1Y | -46.7% | +21.4% | -68.1% | -50.0% |
| 3Y | -38.3% | +32.8% | -71.1% | -43.9% |
| 5Y | -80.7% | +152.0% | -232.7% | -85.3% |
| All | +41.5% | +6.5% | +35.0% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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