+118.0%
RPRX vs GWRE
+50.1%
+67.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -8.4% | -13.2% | +4.9% | -7.9% |
| 30D | -0.6% | -18.6% | +17.9% | -0.1% |
| 3M | +6.4% | +18.9% | -12.5% | +5.3% |
| 6M | +26.6% | -11.0% | +37.5% | +26.2% |
| YTD | +53.8% | -29.9% | +83.7% | +55.5% |
| 1Y | +62.8% | -44.3% | +107.1% | +66.8% |
| 3Y | +118.0% | +51.7% | +66.4% | +98.2% |
| All | +118.0% | +50.1% | +67.9% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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