+29.3%
RTX vs RUN
-45.7%
+75.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +3.9% | -0.6% |
| 7D | -1.6% | -1.8% | +0.2% | -1.6% |
| 30D | -11.6% | -10.8% | -0.7% | -11.5% |
| 3M | +9.2% | -30.2% | +39.3% | +9.2% |
| 6M | -4.4% | -22.3% | +17.9% | -4.4% |
| YTD | +8.9% | -52.2% | +61.1% | +8.3% |
| All | +29.3% | -45.7% | +75.0% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling