+71.6%
RPRX vs NTR
+45.0%
+26.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.6% | -2.8% |
| 7D | -8.0% | -2.5% | -5.6% | -7.8% |
| 30D | +2.1% | +17.0% | -15.0% | +0.3% |
| 3M | +8.2% | +22.2% | -14.0% | +5.7% |
| 6M | +28.9% | +5.2% | +23.7% | +27.6% |
| YTD | +54.1% | +29.7% | +24.5% | +48.3% |
| 1Y | +65.5% | +39.4% | +26.1% | +57.3% |
| 3Y | +117.3% | +38.2% | +79.1% | +103.9% |
| 5Y | +71.6% | +47.6% | +24.0% | +62.5% |
| All | +71.6% | +45.0% | +26.6% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling