+64.8%
RPRX vs RVTY
+30.6%
+34.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +5.1% | +1.1% | +4.0% | +4.9% |
| 30D | +11.2% | +13.2% | -2.0% | +9.1% |
| 3M | +16.7% | +27.2% | -10.5% | +12.3% |
| 6M | +36.0% | +32.4% | +3.6% | +29.6% |
| YTD | +67.8% | +34.9% | +32.9% | +59.0% |
| 1Y | +76.7% | +52.4% | +24.3% | +63.8% |
| 3Y | +128.1% | +12.3% | +115.8% | +118.1% |
| 5Y | +82.9% | -30.8% | +113.7% | +84.1% |
| All | +64.8% | +30.6% | +34.2% | +57.5% |
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