+460.6%
RMBS vs RPRX
+57.8%
+402.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.3% | +6.9% | +2.5% |
| 7D | +3.0% | -2.8% | +5.7% | +3.4% |
| 30D | -14.4% | +7.2% | -21.6% | -15.5% |
| 3M | -42.8% | +10.9% | -53.7% | -44.1% |
| 6M | -1.4% | +34.6% | -36.0% | -7.1% |
| YTD | -5.4% | +59.0% | -64.4% | -13.9% |
| 1Y | +18.6% | +72.5% | -54.0% | +6.2% |
| 3Y | +57.3% | +124.1% | -66.8% | +33.3% |
| 5Y | +265.7% | +75.9% | +189.8% | +228.8% |
| All | +460.6% | +57.8% | +402.7% | +403.9% |
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