+51.3%
RPRX vs VCLT
-12.0%
+63.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.7% |
| 7D | -8.0% | -1.3% | -6.7% | -7.6% |
| 30D | +2.1% | -1.1% | +3.2% | +2.5% |
| 3M | +8.2% | -3.7% | +11.9% | +9.5% |
| 6M | +28.9% | -4.0% | +32.9% | +30.6% |
| YTD | +54.1% | -3.4% | +57.5% | +55.9% |
| 1Y | +65.5% | -4.1% | +69.7% | +67.8% |
| 3Y | +117.3% | +11.0% | +106.3% | +111.1% |
| 5Y | +71.6% | -17.0% | +88.6% | +73.5% |
| All | +51.3% | -12.0% | +63.3% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling