+56.1%
RPRX vs RNG
-74.2%
+130.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.4% | -0.9% | -4.9% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | +7.2% | +11.4% | -4.2% | +6.1% |
| 3M | +10.9% | +72.1% | -61.2% | +4.9% |
| 6M | +34.6% | +67.9% | -33.4% | +26.9% |
| YTD | +59.0% | +144.3% | -85.4% | +42.9% |
| 1Y | +72.5% | +117.5% | -45.0% | +56.6% |
| 3Y | +124.1% | +123.9% | +0.2% | +97.2% |
| 5Y | +75.9% | -70.1% | +146.0% | +103.5% |
| All | +56.1% | -74.2% | +130.3% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling