+422.7%
RRX vs CAPR
-98.9%
+521.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +26.5% | -25.0% | +1.3% |
| 7D | +5.4% | +25.8% | -20.4% | +5.1% |
| 30D | +12.0% | +50.2% | -38.2% | +11.5% |
| 3M | +6.1% | +185.5% | -179.4% | +4.9% |
| 6M | -13.2% | -64.8% | +51.6% | -13.0% |
| YTD | +31.0% | -61.1% | +92.1% | +31.0% |
| 1Y | +38.8% | +81.0% | -42.2% | +34.1% |
| 3Y | +70.3% | +300.7% | -230.4% | +60.2% |
| 5Y | +15.5% | +223.3% | -207.8% | +8.3% |
| 10Y | +213.7% | -58.8% | +272.4% | +184.2% |
| All | +422.7% | -98.9% | +521.6% | +370.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling