+56.1%
RPRX vs GWRE
+33.6%
+22.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.6% |
| 7D | -4.0% | -26.2% | +22.2% | -0.9% |
| 30D | +4.9% | -17.8% | +22.7% | +6.8% |
| 3M | +9.4% | +14.2% | -4.9% | +6.3% |
| 6M | +33.3% | -12.9% | +46.2% | +33.2% |
| YTD | +59.0% | -29.2% | +88.2% | +63.7% |
| 1Y | +69.2% | -44.4% | +113.6% | +80.9% |
| 3Y | +124.1% | +51.1% | +73.0% | +89.2% |
| 5Y | +77.9% | +16.5% | +61.3% | +62.2% |
| All | +56.1% | +33.6% | +22.5% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling