+151.7%
RTX vs RUN
-83.2%
+234.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | +0.4% |
| 7D | +1.4% | +3.2% | -1.7% | +1.3% |
| 30D | +7.8% | +19.5% | -11.7% | +7.1% |
| 3M | -9.8% | -9.6% | -0.2% | -9.7% |
| 6M | +13.5% | -37.3% | +50.9% | +14.9% |
| YTD | +10.9% | -50.7% | +61.7% | +12.4% |
| 1Y | +14.0% | -54.1% | +68.1% | +15.7% |
| 3Y | +159.9% | -3.9% | +163.8% | +137.4% |
| 5Y | +151.7% | -84.4% | +236.1% | +169.3% |
| All | +151.7% | -83.2% | +234.9% | +169.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling