-34.1%
RUN vs RRC
+32.7%
-66.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +10.2% | -1.2% | +11.4% | +10.6% |
| 30D | -9.6% | +9.4% | -19.0% | -12.2% |
| 3M | -31.5% | +7.4% | -38.9% | -33.3% |
| 6M | -18.7% | +1.5% | -20.2% | -19.8% |
| YTD | -49.9% | +19.4% | -69.3% | -54.6% |
| 1Y | -45.5% | +24.2% | -69.7% | -52.0% |
| 3Y | -34.1% | +32.8% | -66.9% | -49.4% |
| All | -34.1% | +32.7% | -66.8% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling