+19.6%
RRX vs CAPR
+87.6%
-68.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.2% | +0.5% |
| 7D | +4.3% | -9.5% | +13.8% | +4.3% |
| 30D | -8.0% | +121.5% | -129.5% | -8.3% |
| 3M | -22.0% | -65.4% | +43.4% | -22.0% |
| 6M | -11.9% | -67.5% | +55.6% | -11.8% |
| YTD | +17.1% | -68.6% | +85.7% | +17.2% |
| 1Y | +14.9% | +42.7% | -27.8% | +13.9% |
| 3Y | +6.9% | +43.4% | -36.5% | -2.2% |
| 5Y | +19.6% | +86.0% | -66.5% | +3.0% |
| All | +19.6% | +87.6% | -68.0% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling