-1.9%
LQD vs RPRX
+52.7%
-54.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | -8.4% | +7.3% | -0.7% |
| 30D | -1.3% | -0.6% | -0.7% | -1.3% |
| 3M | -3.2% | +6.4% | -9.6% | -3.5% |
| 6M | -2.1% | +26.6% | -28.7% | -3.3% |
| YTD | -2.4% | +53.8% | -56.1% | -4.4% |
| 1Y | -2.7% | +62.8% | -65.5% | -5.1% |
| 3Y | +14.2% | +118.0% | -103.8% | +9.6% |
| 5Y | -5.8% | +71.2% | -77.0% | -8.6% |
| All | -1.9% | +52.7% | -54.6% | -4.9% |
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