+51.3%
RPRX vs VIG
+123.2%
-71.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.7% |
| 7D | -8.0% | -2.2% | -5.8% | -6.7% |
| 30D | +2.1% | -3.2% | +5.3% | +4.3% |
| 3M | +8.2% | +3.0% | +5.2% | +6.2% |
| 6M | +28.9% | +8.1% | +20.8% | +22.6% |
| YTD | +54.1% | +9.1% | +45.1% | +45.8% |
| 1Y | +65.5% | +12.6% | +53.0% | +53.4% |
| 3Y | +117.3% | +55.4% | +61.9% | +60.0% |
| 5Y | +71.6% | +62.8% | +8.8% | +21.2% |
| All | +51.3% | +123.2% | -71.9% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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