-60.3%
MKTX vs RRC
+150.0%
-210.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -0.2% | -1.2% | +1.0% | -0.1% |
| 30D | +0.8% | +3.0% | -2.1% | +0.6% |
| 3M | +41.1% | +7.3% | +33.9% | +40.4% |
| 6M | -9.5% | +3.6% | -13.1% | -9.9% |
| YTD | -8.7% | +19.4% | -28.1% | -9.7% |
| 1Y | -10.0% | +21.4% | -31.4% | -11.2% |
| 3Y | -24.6% | +32.8% | -57.4% | -27.2% |
| 5Y | -60.3% | +152.0% | -212.3% | -64.5% |
| All | -60.3% | +150.0% | -210.3% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling