+124.1%
RPRX vs NWSA
+44.8%
+79.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.4% | -5.1% |
| 7D | -2.8% | -2.6% | -0.1% | -2.5% |
| 30D | +7.2% | +4.6% | +2.6% | +6.7% |
| 3M | +10.9% | +10.2% | +0.7% | +9.7% |
| 6M | +34.6% | +21.6% | +12.9% | +31.8% |
| YTD | +59.0% | +14.6% | +44.3% | +56.7% |
| 1Y | +72.5% | +0.4% | +72.2% | +73.6% |
| 3Y | +124.1% | +45.0% | +79.1% | +99.4% |
| All | +124.1% | +44.8% | +79.3% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling