+87.5%
RPRX vs TW
+41.2%
+46.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +3.3% | +3.9% | -0.6% | +2.7% |
| 30D | +17.9% | +19.9% | -2.0% | +14.7% |
| 3M | +19.2% | +25.9% | -6.7% | +15.1% |
| 6M | +31.7% | +21.1% | +10.6% | +27.7% |
| YTD | +82.5% | +23.9% | +58.6% | +75.2% |
| 1Y | +78.4% | +21.2% | +57.2% | +72.0% |
| 3Y | +177.0% | +44.8% | +132.2% | +151.6% |
| All | +87.5% | +41.2% | +46.2% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling