+167.1%
RTX vs RUN
-80.3%
+247.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.1% |
| 7D | -3.1% | +10.2% | -13.3% | -3.4% |
| 30D | -10.6% | -9.6% | -1.0% | -10.3% |
| 3M | +11.6% | -31.5% | +43.1% | +12.8% |
| 6M | -4.5% | -18.7% | +14.2% | -4.3% |
| YTD | +9.6% | -49.9% | +59.5% | +11.1% |
| 1Y | +30.8% | -45.5% | +76.3% | +31.8% |
| 3Y | +152.8% | -34.1% | +186.9% | +139.1% |
| 5Y | +167.1% | -79.4% | +246.5% | +162.6% |
| All | +167.1% | -80.3% | +247.4% | +162.6% |
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 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