+11.5%
RRX vs CAPR
+48.7%
-37.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | +3.4% | -2.0% | +5.4% | +3.4% |
| 30D | -11.1% | +139.2% | -150.3% | -10.5% |
| 3M | -23.7% | -66.4% | +42.6% | -24.0% |
| 6M | -22.0% | -63.1% | +41.1% | -22.2% |
| YTD | +16.5% | -67.4% | +83.9% | +16.1% |
| 1Y | +11.5% | +58.2% | -46.7% | +17.0% |
| All | +11.5% | +48.7% | -37.2% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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