+51.3%
RPRX vs RNG
-74.6%
+125.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -3.0% |
| 7D | -8.0% | -9.6% | +1.6% | -7.2% |
| 30D | +2.1% | +8.8% | -6.7% | +1.2% |
| 3M | +8.2% | +78.6% | -70.4% | +2.0% |
| 6M | +28.9% | +70.3% | -41.4% | +21.3% |
| YTD | +54.1% | +140.3% | -86.2% | +38.8% |
| 1Y | +65.5% | +126.6% | -61.1% | +49.6% |
| 3Y | +117.3% | +120.2% | -2.9% | +91.5% |
| 5Y | +71.6% | -68.3% | +139.9% | +96.0% |
| All | +51.3% | -74.6% | +125.9% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling