+64.8%
RPRX vs INDA
+89.6%
-24.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +5.1% | +0.7% | +4.4% | +4.9% |
| 30D | +11.2% | -0.8% | +12.0% | +11.5% |
| 3M | +16.7% | +3.9% | +12.8% | +14.9% |
| 6M | +36.0% | -0.7% | +36.7% | +36.0% |
| YTD | +67.8% | -7.7% | +75.5% | +72.1% |
| 1Y | +76.7% | -5.1% | +81.8% | +79.2% |
| 3Y | +128.1% | +13.6% | +114.5% | +111.4% |
| 5Y | +82.9% | +7.8% | +75.1% | +71.9% |
| All | +64.8% | +89.6% | -24.8% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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