-17.5%
RUN vs RRC
+16.8%
-34.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | +1.3% | +1.3% | 0.0% | +1.0% |
| 30D | -15.3% | +10.1% | -25.4% | -17.1% |
| 3M | -40.0% | +4.0% | -44.0% | -40.7% |
| 6M | -27.0% | +1.6% | -28.5% | -27.7% |
| YTD | -51.7% | +19.7% | -71.4% | -54.3% |
| 1Y | -45.9% | +21.4% | -67.3% | -49.2% |
| 3Y | -43.8% | +29.7% | -73.4% | -48.5% |
| 5Y | -80.5% | +153.9% | -234.3% | -85.1% |
| 10Y | +45.3% | +10.8% | +34.4% | +14.7% |
| All | -17.5% | +16.8% | -34.2% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling