+73.3%
RUN vs RRC
+73.1%
+0.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | -13.5% | +6.4% | -19.9% | -14.7% |
| 30D | +18.3% | +23.9% | -5.6% | +11.9% |
| 3M | -12.5% | +30.2% | -42.7% | -18.2% |
| 6M | -40.3% | +26.3% | -66.6% | -44.1% |
| YTD | -53.1% | +48.1% | -101.2% | -58.1% |
| 1Y | -54.3% | +37.7% | -91.9% | -58.5% |
| 3Y | -6.5% | +60.3% | -66.8% | -19.3% |
| 5Y | -85.3% | +135.3% | -220.6% | -88.6% |
| All | +73.3% | +73.1% | +0.2% | +26.8% |
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