+64.8%
RPRX vs TRU
-10.7%
+75.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.1% | +1.0% |
| 7D | +5.1% | -6.8% | +11.9% | +6.2% |
| 30D | +11.2% | 0.0% | +11.2% | +11.1% |
| 3M | +16.7% | +13.3% | +3.4% | +14.2% |
| 6M | +36.0% | +3.4% | +32.6% | +34.5% |
| YTD | +67.8% | -6.4% | +74.2% | +67.9% |
| 1Y | +76.7% | -9.7% | +86.4% | +77.4% |
| 3Y | +128.1% | +0.1% | +128.0% | +118.6% |
| 5Y | +82.9% | -34.0% | +116.9% | +94.2% |
| All | +64.8% | -10.7% | +75.5% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling