+318.9%
RTX vs RUN
-31.9%
+350.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -5.2% | +1.3% | -6.4% | -5.3% |
| 30D | -9.4% | -15.3% | +5.9% | -8.5% |
| 3M | +12.3% | -40.0% | +52.3% | +15.8% |
| 6M | -3.1% | -27.0% | +23.8% | -1.8% |
| YTD | +10.7% | -51.7% | +62.4% | +14.3% |
| 1Y | +28.4% | -45.9% | +74.3% | +30.6% |
| 3Y | +147.1% | -43.8% | +190.8% | +126.9% |
| 5Y | +167.2% | -80.5% | +247.7% | +159.2% |
| 10Y | +274.7% | +45.3% | +229.5% | +169.8% |
| All | +318.9% | -31.9% | +350.8% | +204.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling