+77.9%
RPRX vs TRU
-36.4%
+114.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -4.0% | -6.5% | +2.5% | -3.1% |
| 30D | +4.9% | -2.5% | +7.4% | +5.2% |
| 3M | +9.4% | +10.4% | -1.0% | +7.6% |
| 6M | +33.3% | +1.6% | +31.6% | +32.3% |
| YTD | +59.0% | -9.7% | +68.7% | +59.9% |
| 1Y | +69.2% | -17.3% | +86.5% | +72.2% |
| 3Y | +124.1% | -1.8% | +125.9% | +116.4% |
| 5Y | +77.9% | -36.2% | +114.1% | +91.0% |
| All | +77.9% | -36.4% | +114.3% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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