+67.7%
RRX vs CAPR
+222.5%
-154.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.9% | +9.5% | -0.4% |
| 7D | 0.0% | +7.6% | -7.6% | 0.0% |
| 30D | +9.0% | +13.3% | -4.2% | +9.0% |
| 3M | +4.0% | +130.4% | -126.4% | +4.1% |
| 6M | -15.7% | -70.8% | +55.1% | -15.9% |
| YTD | +29.0% | -69.3% | +98.3% | +28.8% |
| 1Y | +35.2% | +59.5% | -24.3% | +35.8% |
| 3Y | +67.7% | +216.8% | -149.1% | +47.6% |
| All | +67.7% | +222.5% | -154.8% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling