+51.0%
RPRX vs NWSA
+155.3%
-104.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -8.4% | -2.8% | -5.6% | -7.9% |
| 30D | -0.6% | +3.0% | -3.7% | -1.2% |
| 3M | +6.4% | +12.3% | -5.9% | +4.0% |
| 6M | +26.6% | +21.9% | +4.7% | +21.7% |
| YTD | +53.8% | +13.6% | +40.2% | +49.5% |
| 1Y | +62.8% | +0.5% | +62.3% | +62.0% |
| 3Y | +118.0% | +43.8% | +74.3% | +97.4% |
| 5Y | +71.2% | +41.2% | +30.0% | +52.4% |
| All | +51.0% | +155.3% | -104.3% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling