+64.8%
RPRX vs EXR
+74.9%
-10.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.4% |
| 7D | +5.1% | -2.6% | +7.7% | +5.7% |
| 30D | +11.2% | -7.2% | +18.4% | +13.0% |
| 3M | +16.7% | -3.5% | +20.2% | +17.5% |
| 6M | +36.0% | -5.3% | +41.3% | +37.3% |
| YTD | +67.8% | +9.4% | +58.5% | +64.1% |
| 1Y | +76.7% | +1.3% | +75.4% | +75.3% |
| 3Y | +128.1% | +22.4% | +105.7% | +115.5% |
| 5Y | +82.9% | -12.2% | +95.1% | +82.6% |
| All | +64.8% | +74.9% | -10.2% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling