+461.1%
RMBS vs RPRX
+52.7%
+408.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.8% | -8.4% | +10.1% | +3.2% |
| 30D | -13.9% | -0.6% | -13.3% | -13.9% |
| 3M | -39.8% | +6.4% | -46.2% | -40.7% |
| 6M | -6.0% | +26.6% | -32.6% | -10.6% |
| YTD | -5.4% | +53.8% | -59.1% | -13.3% |
| 1Y | -1.8% | +62.8% | -64.6% | -11.2% |
| 3Y | +53.7% | +118.0% | -64.4% | +30.8% |
| 5Y | +268.5% | +71.2% | +197.3% | +232.8% |
| All | +461.1% | +52.7% | +408.4% | +407.1% |
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