+212.1%
RRX vs CAPR
-77.7%
+289.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -2.5% |
| 7D | -0.7% | -12.6% | +11.9% | -0.6% |
| 30D | -8.0% | +124.4% | -132.4% | -9.0% |
| 3M | -25.1% | -66.8% | +41.7% | -24.7% |
| 6M | -18.3% | -71.8% | +53.5% | -17.8% |
| YTD | +14.2% | -70.1% | +84.2% | +14.7% |
| 1Y | +13.0% | +33.3% | -20.3% | +8.7% |
| 3Y | +4.2% | +36.7% | -32.5% | -3.0% |
| 5Y | +17.9% | +72.5% | -54.6% | +7.9% |
| All | +212.1% | -77.7% | +289.8% | +172.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling