+177.0%
RPRX vs NWSA
+32.6%
+144.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.8% | +0.6% |
| 7D | +3.3% | +2.2% | +1.1% | +3.1% |
| 30D | +17.9% | -8.8% | +26.7% | +18.7% |
| 3M | +19.2% | -6.5% | +25.7% | +19.8% |
| 6M | +31.7% | +1.5% | +30.2% | +31.4% |
| YTD | +82.5% | +4.0% | +78.4% | +81.8% |
| 1Y | +78.4% | +3.4% | +75.0% | +77.8% |
| 3Y | +177.0% | +34.8% | +142.1% | +152.9% |
| All | +177.0% | +32.6% | +144.4% | +152.9% |
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