+43.4%
IYR vs RPRX
+57.8%
-14.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | +1.1% |
| 7D | -0.4% | -2.8% | +2.4% | +0.2% |
| 30D | -2.5% | +7.2% | -9.7% | -4.1% |
| 3M | +1.5% | +10.9% | -9.4% | -1.1% |
| 6M | +3.9% | +34.6% | -30.7% | -3.2% |
| YTD | +9.5% | +59.0% | -49.4% | -1.8% |
| 1Y | +7.5% | +72.5% | -65.1% | -5.7% |
| 3Y | +30.8% | +124.1% | -93.3% | +7.0% |
| 5Y | +4.8% | +75.9% | -71.1% | -9.0% |
| All | +43.4% | +57.8% | -14.5% | +24.0% |
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