+4.6%
MKTX vs RRC
+4.9%
-0.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | 0.0% |
| 7D | -0.2% | -1.8% | +1.6% | -0.2% |
| 30D | +0.7% | +2.7% | -1.9% | +0.6% |
| 3M | +40.8% | +8.8% | +32.0% | +40.4% |
| 6M | -8.0% | -1.2% | -6.8% | -8.0% |
| YTD | -8.7% | +17.6% | -26.3% | -9.2% |
| 1Y | -11.8% | +18.4% | -30.3% | -12.4% |
| 3Y | -24.0% | +33.1% | -57.1% | -25.2% |
| 5Y | -60.3% | +148.2% | -208.5% | -61.8% |
| All | +4.6% | +4.9% | -0.3% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling