+56.1%
RPRX vs TDY
+74.1%
-18.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.0% |
| 7D | -2.8% | -0.9% | -1.9% | -2.5% |
| 30D | +7.2% | -12.5% | +19.6% | +10.8% |
| 3M | +10.9% | -1.2% | +12.1% | +10.9% |
| 6M | +34.6% | -6.6% | +41.1% | +36.3% |
| YTD | +59.0% | +18.5% | +40.5% | +50.8% |
| 1Y | +72.5% | +10.8% | +61.8% | +66.4% |
| 3Y | +124.1% | +47.5% | +76.6% | +96.5% |
| 5Y | +75.9% | +35.8% | +40.1% | +55.6% |
| All | +56.1% | +74.1% | -18.0% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling