+71.6%
RPRX vs TKO
+303.5%
-231.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.9% |
| 7D | -8.0% | +0.1% | -8.1% | -8.1% |
| 30D | +2.1% | -2.6% | +4.7% | +2.3% |
| 3M | +8.2% | -7.8% | +16.0% | +9.1% |
| 6M | +28.9% | -7.0% | +35.9% | +29.7% |
| YTD | +54.1% | -8.5% | +62.7% | +55.2% |
| 1Y | +65.5% | -1.3% | +66.8% | +65.0% |
| 3Y | +117.3% | +105.0% | +12.3% | +94.8% |
| 5Y | +71.6% | +292.9% | -221.3% | +29.6% |
| All | +71.6% | +303.5% | -231.9% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling