+64.8%
RPRX vs ITOT
+158.9%
-94.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | +11.2% | 0.0% | +11.2% | +11.2% |
| 3M | +16.7% | +2.0% | +14.8% | +15.3% |
| 6M | +36.0% | +13.0% | +22.9% | +27.3% |
| YTD | +67.8% | +14.0% | +53.8% | +56.3% |
| 1Y | +76.7% | +19.9% | +56.8% | +60.0% |
| 3Y | +128.1% | +75.8% | +52.3% | +62.1% |
| 5Y | +82.9% | +73.8% | +9.0% | +30.7% |
| All | +64.8% | +158.9% | -94.2% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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