-1.0%
AGG vs RPRX
+57.8%
-58.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.2% | -4.0% | +3.8% | -0.1% |
| 30D | -0.2% | +4.9% | -5.2% | -0.3% |
| 3M | -0.7% | +9.4% | -10.1% | -0.9% |
| 6M | -1.8% | +33.3% | -35.1% | -2.4% |
| YTD | -0.6% | +59.0% | -59.5% | -1.6% |
| 1Y | +0.4% | +69.2% | -68.9% | -0.9% |
| 3Y | +13.2% | +124.1% | -110.9% | +11.0% |
| 5Y | -2.0% | +77.9% | -79.8% | -3.4% |
| All | -1.0% | +57.8% | -58.9% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling