+65.6%
RPRX vs VSXY
+42.7%
+22.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.9% | -9.1% | -5.4% |
| 7D | -2.8% | -6.8% | +4.0% | -2.6% |
| 30D | +7.2% | -20.4% | +27.5% | +8.0% |
| 3M | +10.9% | +2.9% | +8.0% | +10.6% |
| 6M | +34.6% | +67.9% | -33.4% | +30.5% |
| YTD | +59.0% | +44.9% | +14.1% | +55.0% |
| 1Y | +72.5% | +205.9% | -133.4% | +62.0% |
| 3Y | +124.1% | +373.9% | -249.8% | +97.2% |
| 5Y | +75.9% | +23.5% | +52.5% | +68.5% |
| All | +65.6% | +42.7% | +22.9% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling