+206.0%
RRX vs CAPR
-78.6%
+284.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.9% |
| 7D | -3.7% | -10.6% | +6.8% | -3.6% |
| 30D | -9.3% | +111.2% | -120.5% | -10.2% |
| 3M | -21.8% | -67.2% | +45.4% | -21.4% |
| 6M | -22.0% | -75.1% | +53.1% | -21.4% |
| YTD | +11.9% | -71.2% | +83.2% | +12.5% |
| 1Y | +11.6% | +31.1% | -19.5% | +7.3% |
| 3Y | +2.2% | +31.3% | -29.2% | -4.9% |
| 5Y | +14.9% | +69.4% | -54.5% | +5.1% |
| All | +206.0% | -78.6% | +284.7% | +167.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling