+118.0%
RPRX vs NTR
+36.8%
+81.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -8.4% | -1.3% | -7.1% | -8.2% |
| 30D | -0.6% | +16.8% | -17.4% | -2.2% |
| 3M | +6.4% | +20.7% | -14.3% | +4.4% |
| 6M | +26.6% | +0.5% | +26.1% | +26.1% |
| YTD | +53.8% | +29.2% | +24.6% | +47.6% |
| 1Y | +62.8% | +39.6% | +23.2% | +53.8% |
| 3Y | +118.0% | +37.9% | +80.2% | +99.0% |
| All | +118.0% | +36.8% | +81.3% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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