+807.4%
RRX vs MKTX
+1,445.1%
-637.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -8.0% | +1.0% | -8.9% | -8.2% |
| 3M | -25.1% | +40.8% | -65.9% | -31.8% |
| 6M | -18.3% | -10.9% | -7.4% | -17.2% |
| YTD | +14.2% | -8.6% | +22.7% | +14.8% |
| 1Y | +13.0% | -11.6% | +24.6% | +14.3% |
| 3Y | +4.2% | -24.5% | +28.7% | +6.6% |
| 5Y | +17.9% | -60.7% | +78.6% | +39.2% |
| 10Y | +220.4% | +5.1% | +215.3% | +173.0% |
| All | +807.4% | +1,445.1% | -637.7% | +200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling