+51.3%
RPRX vs NYT
+65.2%
-13.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -8.0% | -0.7% | -7.3% | -7.9% |
| 30D | +2.1% | +4.5% | -2.4% | +1.3% |
| 3M | +8.2% | -8.5% | +16.7% | +9.4% |
| 6M | +28.9% | -15.1% | +43.9% | +31.7% |
| YTD | +54.1% | -3.3% | +57.4% | +53.8% |
| 1Y | +65.5% | +17.0% | +48.5% | +59.5% |
| 3Y | +117.3% | +55.7% | +61.6% | +94.5% |
| 5Y | +71.6% | +38.9% | +32.7% | +51.3% |
| All | +51.3% | +65.2% | -13.8% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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