-46.5%
RUN vs RRX
+15.2%
-61.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -2.5% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -13.0% | -6.1% | -6.9% | -10.5% |
| 3M | -31.8% | -23.1% | -8.7% | -24.3% |
| 6M | -32.2% | -19.5% | -12.7% | -28.4% |
| YTD | -53.5% | +16.1% | -69.5% | -58.3% |
| 1Y | -46.5% | +12.9% | -59.5% | -51.3% |
| All | -46.5% | +15.2% | -61.7% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling