+177.0%
RPRX vs RNG
+179.0%
-2.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +3.3% | +4.6% | -1.3% | +3.2% |
| 30D | +17.9% | +0.4% | +17.5% | +17.8% |
| 3M | +19.2% | +11.4% | +7.8% | +18.7% |
| 6M | +31.7% | +95.7% | -64.0% | +28.6% |
| YTD | +82.5% | +162.9% | -80.4% | +74.6% |
| 1Y | +78.4% | +180.3% | -101.8% | +70.1% |
| 3Y | +177.0% | +188.3% | -11.4% | +161.0% |
| All | +177.0% | +179.0% | -2.1% | +161.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling