+95.2%
RPRX vs TAP
+2.3%
+92.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | +3.4% | -7.8% | +11.2% | +4.5% |
| 30D | +20.8% | +7.1% | +13.7% | +19.5% |
| 3M | +21.6% | -7.0% | +28.7% | +22.6% |
| 6M | +36.5% | -3.8% | +40.4% | +36.8% |
| YTD | +80.4% | -11.7% | +92.1% | +82.4% |
| 1Y | +81.8% | -10.1% | +91.9% | +83.2% |
| 3Y | +170.9% | -23.7% | +194.6% | +177.2% |
| 5Y | +95.2% | +2.9% | +92.3% | +89.2% |
| All | +95.2% | +2.3% | +92.9% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling