-14.4%
RUN vs RRX
+170.1%
-184.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.3% |
| 7D | +10.2% | +4.3% | +5.9% | +7.2% |
| 30D | -9.6% | -8.0% | -1.6% | -4.3% |
| 3M | -31.5% | -22.0% | -9.5% | -20.8% |
| 6M | -18.7% | -11.9% | -6.8% | -15.4% |
| YTD | -49.9% | +17.1% | -67.0% | -58.5% |
| 1Y | -45.5% | +14.9% | -60.4% | -54.8% |
| 3Y | -34.1% | +6.9% | -41.0% | -46.3% |
| 5Y | -79.4% | +19.6% | -99.0% | -84.4% |
| 10Y | +48.9% | +215.9% | -167.0% | -44.2% |
| All | -14.4% | +170.1% | -184.5% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling