+77.7%
RPRX vs TW
+111.5%
-33.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | +2.1% | +3.2% | -1.1% | +1.5% |
| 30D | +21.9% | +19.7% | +2.2% | +18.4% |
| 3M | +16.9% | +26.8% | -9.9% | +12.3% |
| 6M | +34.5% | +20.9% | +13.7% | +30.0% |
| YTD | +80.9% | +22.9% | +58.1% | +73.3% |
| 1Y | +77.6% | +20.4% | +57.2% | +70.8% |
| 3Y | +173.5% | +42.9% | +130.7% | +148.6% |
| 5Y | +84.9% | +40.2% | +44.7% | +65.0% |
| All | +77.7% | +111.5% | -33.9% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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