+152.8%
RTX vs RUN
-35.6%
+188.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.0% |
| 7D | -3.1% | +10.2% | -13.3% | -3.1% |
| 30D | -10.6% | -9.6% | -1.0% | -10.5% |
| 3M | +11.6% | -31.5% | +43.1% | +11.8% |
| 6M | -4.5% | -18.7% | +14.2% | -4.5% |
| YTD | +9.6% | -49.9% | +59.5% | +9.7% |
| 1Y | +30.8% | -45.5% | +76.3% | +30.9% |
| 3Y | +152.8% | -34.1% | +186.9% | +148.6% |
| All | +152.8% | -35.6% | +188.4% | +148.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling