+13.0%
RRX vs CAPR
+35.4%
-22.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -2.5% |
| 7D | -0.7% | -12.6% | +11.9% | -0.8% |
| 30D | -8.0% | +124.4% | -132.4% | -7.3% |
| 3M | -25.1% | -66.8% | +41.7% | -25.4% |
| 6M | -18.3% | -71.8% | +53.5% | -18.7% |
| YTD | +14.2% | -70.1% | +84.2% | +13.7% |
| 1Y | +13.0% | +33.3% | -20.3% | +20.0% |
| All | +13.0% | +35.4% | -22.4% | +20.0% |
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