-11.8%
MKTX vs RRC
+20.8%
-32.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.1% |
| 7D | -0.2% | -1.8% | +1.6% | -0.1% |
| 30D | +0.7% | +2.7% | -1.9% | +0.5% |
| 3M | +40.8% | +8.8% | +32.0% | +39.1% |
| 6M | -8.0% | -1.2% | -6.8% | -8.6% |
| YTD | -8.7% | +17.6% | -26.3% | -9.6% |
| 1Y | -11.8% | +18.4% | -30.3% | -13.2% |
| All | -11.8% | +20.8% | -32.6% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling