+78.9%
RPRX vs RVTY
+59.6%
+19.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +4.6% | -2.7% | +7.3% | +5.0% |
| 30D | +22.0% | +3.2% | +18.8% | +21.2% |
| 3M | +20.3% | +37.2% | -16.9% | +14.3% |
| 6M | +37.9% | +57.7% | -19.8% | +28.0% |
| YTD | +82.2% | +64.8% | +17.4% | +67.0% |
| 1Y | +83.7% | +72.8% | +10.9% | +67.0% |
| 3Y | +175.4% | +89.8% | +85.7% | +142.6% |
| 5Y | +87.7% | -8.4% | +96.2% | +81.9% |
| All | +78.9% | +59.6% | +19.3% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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