-1.8%
RMBS vs RPRX
+65.1%
-66.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.8% | -8.4% | +10.1% | +0.9% |
| 30D | -13.9% | -0.6% | -13.3% | -13.9% |
| 3M | -39.8% | +6.4% | -46.2% | -39.2% |
| 6M | -6.0% | +26.6% | -32.6% | -8.7% |
| YTD | -5.4% | +53.8% | -59.1% | -6.9% |
| 1Y | -1.8% | +62.8% | -64.6% | -0.6% |
| All | -1.8% | +65.1% | -66.9% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling