+77.7%
RPRX vs RNG
-72.0%
+149.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.6% |
| 7D | +2.1% | +2.3% | -0.2% | +1.9% |
| 30D | +21.9% | -3.4% | +25.3% | +22.1% |
| 3M | +16.9% | +20.9% | -4.0% | +14.6% |
| 6M | +34.5% | +82.2% | -47.7% | +26.1% |
| YTD | +80.9% | +164.6% | -83.7% | +61.1% |
| 1Y | +77.6% | +177.0% | -99.4% | +57.2% |
| 3Y | +173.5% | +177.4% | -3.9% | +134.9% |
| 5Y | +84.9% | -72.3% | +157.3% | +119.3% |
| All | +77.7% | -72.0% | +149.7% | +101.2% |
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