+172.7%
NEM vs RPRX
+66.6%
+106.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | +5.1% | -4.8% | -0.5% |
| 30D | +23.1% | +11.2% | +11.9% | +21.0% |
| 3M | +18.5% | +16.7% | +1.8% | +15.5% |
| 6M | +7.8% | +36.0% | -28.2% | +2.5% |
| YTD | +29.1% | +67.8% | -38.7% | +18.9% |
| 1Y | +72.7% | +76.7% | -4.0% | +57.5% |
| 3Y | +248.7% | +128.1% | +120.6% | +202.6% |
| 5Y | +148.7% | +82.9% | +65.8% | +123.0% |
| All | +172.7% | +66.6% | +106.0% | +141.9% |
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 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