+77.7%
RPRX vs TRU
-9.4%
+87.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | +2.1% | -2.2% | +4.3% | +2.4% |
| 30D | +21.9% | +20.2% | +1.8% | +18.4% |
| 3M | +16.9% | +2.2% | +14.7% | +16.2% |
| 6M | +34.5% | +17.6% | +17.0% | +30.4% |
| YTD | +80.9% | -5.0% | +85.9% | +80.3% |
| 1Y | +77.6% | -1.0% | +78.5% | +75.6% |
| 3Y | +173.5% | +56.5% | +117.0% | +139.0% |
| 5Y | +84.9% | -26.2% | +111.1% | +90.6% |
| All | +77.7% | -9.4% | +87.0% | +66.8% |
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