+77.9%
RPRX vs NWSA
+40.1%
+37.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -4.0% | -3.1% | -0.9% | -3.4% |
| 30D | +4.9% | +4.3% | +0.7% | +4.1% |
| 3M | +9.4% | +9.2% | +0.1% | +7.3% |
| 6M | +33.3% | +21.6% | +11.7% | +28.0% |
| YTD | +59.0% | +14.2% | +44.7% | +54.2% |
| 1Y | +69.2% | +1.8% | +67.5% | +68.1% |
| 3Y | +124.1% | +44.4% | +79.6% | +100.2% |
| 5Y | +77.9% | +41.0% | +36.9% | +54.2% |
| All | +77.9% | +40.1% | +37.8% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling