+56.1%
RPRX vs NTR
+164.9%
-108.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.8% | -5.4% |
| 7D | -2.8% | +3.8% | -6.6% | -3.2% |
| 30D | +7.2% | +25.2% | -18.1% | +4.5% |
| 3M | +10.9% | +21.0% | -10.1% | +8.5% |
| 6M | +34.6% | +7.6% | +27.0% | +33.0% |
| YTD | +59.0% | +32.9% | +26.1% | +52.8% |
| 1Y | +72.5% | +43.1% | +29.5% | +63.9% |
| 3Y | +124.1% | +41.6% | +82.5% | +110.6% |
| 5Y | +75.9% | +54.8% | +21.2% | +63.1% |
| All | +56.1% | +164.9% | -108.8% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling