+77.9%
RPRX vs RNG
-70.2%
+148.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -4.0% | -4.1% | +0.1% | -3.7% |
| 30D | +4.9% | +8.6% | -3.7% | +4.2% |
| 3M | +9.4% | +78.0% | -68.6% | +4.1% |
| 6M | +33.3% | +67.0% | -33.7% | +26.9% |
| YTD | +59.0% | +142.4% | -83.5% | +45.4% |
| 1Y | +69.2% | +120.4% | -51.2% | +55.7% |
| 3Y | +124.1% | +122.1% | +2.0% | +101.1% |
| 5Y | +77.9% | -69.8% | +147.7% | +106.5% |
| All | +77.9% | -70.2% | +148.1% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling