+79.1%
RPRX vs NWSA
+133.9%
-54.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.8% | +0.3% |
| 7D | +3.3% | +2.2% | +1.1% | +2.9% |
| 30D | +17.9% | -8.8% | +26.7% | +19.6% |
| 3M | +19.2% | -6.5% | +25.7% | +20.4% |
| 6M | +31.7% | +1.5% | +30.2% | +30.7% |
| YTD | +82.5% | +4.0% | +78.4% | +79.7% |
| 1Y | +78.4% | +3.4% | +75.0% | +75.9% |
| 3Y | +177.0% | +34.8% | +142.1% | +152.8% |
| 5Y | +86.5% | +18.4% | +68.1% | +70.8% |
| All | +79.1% | +133.9% | -54.7% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling