+364.9%
RRX vs CAPR
-99.1%
+464.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +3.4% | -2.0% | +5.4% | +3.5% |
| 30D | -11.1% | +139.2% | -150.3% | -11.9% |
| 3M | -23.7% | -66.4% | +42.6% | -23.5% |
| 6M | -22.0% | -63.1% | +41.1% | -21.8% |
| YTD | +16.5% | -67.4% | +83.9% | +16.8% |
| 1Y | +11.5% | +58.2% | -46.7% | +7.9% |
| 3Y | +1.5% | +42.2% | -40.7% | -3.3% |
| 5Y | +18.3% | +87.3% | -69.0% | +11.6% |
| 10Y | +209.8% | -75.3% | +285.1% | +181.8% |
| All | +364.9% | -99.1% | +464.0% | +319.5% |
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