+77.1%
RPRX vs TAP
+19.1%
+58.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | +3.4% | -7.8% | +11.2% | +4.4% |
| 30D | +20.8% | +7.1% | +13.7% | +19.7% |
| 3M | +21.6% | -7.0% | +28.7% | +22.5% |
| 6M | +36.5% | -3.8% | +40.4% | +36.7% |
| YTD | +80.4% | -11.7% | +92.1% | +82.2% |
| 1Y | +81.8% | -10.1% | +91.9% | +83.0% |
| 3Y | +170.9% | -23.7% | +194.6% | +176.6% |
| 5Y | +95.2% | +2.9% | +92.3% | +92.1% |
| All | +77.1% | +19.1% | +58.0% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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