+71.1%
RPRX vs TDY
+39.0%
+32.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.5% |
| 7D | -8.4% | -1.1% | -7.2% | -8.1% |
| 30D | -0.6% | -12.0% | +11.4% | +2.5% |
| 3M | +6.4% | -3.2% | +9.6% | +7.0% |
| 6M | +26.6% | -7.9% | +34.5% | +28.6% |
| YTD | +53.8% | +18.2% | +35.5% | +46.0% |
| 1Y | +62.8% | +6.7% | +56.1% | +58.6% |
| 3Y | +118.0% | +47.5% | +70.5% | +90.6% |
| All | +71.1% | +39.0% | +32.0% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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