+18.1%
RRX vs MKTX
-60.5%
+78.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.7% | +3.7% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -6.1% | +0.7% | -6.9% | -6.3% |
| 3M | -23.1% | +40.8% | -63.8% | -27.9% |
| 6M | -19.5% | -8.0% | -11.5% | -18.7% |
| YTD | +16.1% | -8.7% | +24.8% | +17.3% |
| 1Y | +12.9% | -11.8% | +24.8% | +14.8% |
| 3Y | +7.9% | -24.0% | +32.0% | +10.5% |
| All | +18.1% | -60.5% | +78.6% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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