+319.9%
RTX vs RUN
-30.6%
+350.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | +0.2% |
| 7D | +1.4% | +3.2% | -1.7% | +1.1% |
| 30D | +7.8% | +19.5% | -11.7% | +6.2% |
| 3M | -9.8% | -9.6% | -0.2% | -9.6% |
| 6M | +13.5% | -37.3% | +50.9% | +16.3% |
| YTD | +10.9% | -50.7% | +61.7% | +14.0% |
| 1Y | +14.0% | -54.1% | +68.1% | +17.6% |
| 3Y | +159.9% | -3.9% | +163.8% | +125.5% |
| 5Y | +151.7% | -84.4% | +236.1% | +151.5% |
| 10Y | +269.0% | +77.5% | +191.5% | +163.2% |
| All | +319.9% | -30.6% | +350.5% | +203.2% |
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