+51.0%
RPRX vs SHAK
+10.2%
+40.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.5% |
| 7D | -8.4% | -8.3% | -0.1% | -7.6% |
| 30D | -0.6% | -12.6% | +12.0% | +0.6% |
| 3M | +6.4% | +9.1% | -2.7% | +5.2% |
| 6M | +26.6% | -31.2% | +57.8% | +30.1% |
| YTD | +53.8% | -21.6% | +75.4% | +55.4% |
| 1Y | +62.8% | -38.8% | +101.6% | +68.6% |
| 3Y | +118.0% | +0.6% | +117.4% | +105.3% |
| 5Y | +71.2% | -22.5% | +93.7% | +60.9% |
| All | +51.0% | +10.2% | +40.8% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling