+71.6%
RPRX vs VSXY
+15.5%
+56.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | 0.0% | -2.9% |
| 7D | -8.0% | -0.3% | -7.7% | -8.0% |
| 30D | +2.1% | -22.1% | +24.1% | +3.0% |
| 3M | +8.2% | -1.1% | +9.3% | +8.0% |
| 6M | +28.9% | +53.8% | -24.9% | +25.4% |
| YTD | +54.1% | +35.5% | +18.7% | +50.6% |
| 1Y | +65.5% | +186.0% | -120.5% | +55.6% |
| 3Y | +117.3% | +343.2% | -225.9% | +90.4% |
| 5Y | +71.6% | +19.0% | +52.6% | +67.6% |
| All | +71.6% | +15.5% | +56.1% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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