-1.8%
AGG vs RPRX
+52.7%
-54.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | -0.1% |
| 7D | -1.1% | -8.4% | +7.3% | -0.9% |
| 30D | -1.1% | -0.6% | -0.5% | -1.1% |
| 3M | -1.9% | +6.4% | -8.4% | -2.1% |
| 6M | -1.7% | +26.6% | -28.3% | -2.3% |
| YTD | -1.3% | +53.8% | -55.1% | -2.3% |
| 1Y | -0.7% | +62.8% | -63.5% | -1.9% |
| 3Y | +12.5% | +118.0% | -105.6% | +10.4% |
| 5Y | -2.5% | +71.2% | -73.7% | -3.8% |
| All | -1.8% | +52.7% | -54.4% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling