+83.7%
RPRX vs TXT
+5.9%
+77.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | +4.6% | -1.1% | +5.7% | +4.7% |
| 30D | +22.0% | +17.1% | +4.9% | +18.9% |
| 3M | +20.3% | -2.6% | +22.9% | +20.6% |
| 6M | +37.9% | -4.6% | +42.5% | +38.2% |
| YTD | +82.2% | -0.3% | +82.5% | +80.7% |
| 1Y | +83.7% | +5.9% | +77.8% | +77.5% |
| All | +83.7% | +5.9% | +77.8% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling