+283.9%
RTX vs RUN
+43.6%
+240.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +3.9% | -0.3% |
| 7D | -1.6% | -1.8% | +0.2% | -1.5% |
| 30D | -11.6% | -10.8% | -0.7% | -10.9% |
| 3M | +9.2% | -30.2% | +39.3% | +11.6% |
| 6M | -4.4% | -22.3% | +17.9% | -3.5% |
| YTD | +8.9% | -52.2% | +61.1% | +12.8% |
| 1Y | +32.1% | -45.1% | +77.2% | +34.4% |
| 3Y | +151.2% | -37.1% | +188.3% | +124.9% |
| 5Y | +162.9% | -80.3% | +243.2% | +154.4% |
| 10Y | +283.9% | +45.2% | +238.7% | +140.2% |
| All | +283.9% | +43.6% | +240.4% | +140.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling