+177.0%
RPRX vs EXR
+53.5%
+123.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +3.3% | -0.4% | +3.8% | +3.5% |
| 30D | +17.9% | +18.2% | -0.3% | +13.2% |
| 3M | +19.2% | +7.3% | +11.9% | +17.1% |
| 6M | +31.7% | +13.8% | +17.9% | +27.5% |
| YTD | +82.5% | +25.9% | +56.5% | +71.8% |
| 1Y | +78.4% | +25.8% | +52.6% | +67.9% |
| 3Y | +177.0% | +53.7% | +123.2% | +149.1% |
| All | +177.0% | +53.5% | +123.4% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 3y: compounded portfolio wealth divided by compounded EXR 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…
3y analysis · Full analysis span regression · 6 months rolling