+51.0%
RPRX vs TKO
+347.0%
-296.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -8.4% | +2.3% | -10.7% | -8.7% |
| 30D | -0.6% | -2.5% | +1.8% | -0.4% |
| 3M | +6.4% | -10.6% | +17.0% | +7.9% |
| 6M | +26.6% | -5.1% | +31.6% | +27.1% |
| YTD | +53.8% | -8.2% | +62.0% | +54.9% |
| 1Y | +62.8% | -4.4% | +67.2% | +62.8% |
| 3Y | +118.0% | +100.4% | +17.7% | +91.4% |
| 5Y | +71.2% | +294.3% | -223.1% | +28.0% |
| All | +51.0% | +347.0% | -296.0% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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