+71.6%
RPRX vs VYM
+75.8%
-4.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | -8.0% | -1.9% | -6.2% | -6.9% |
| 30D | +2.1% | -2.6% | +4.7% | +3.8% |
| 3M | +8.2% | +3.6% | +4.6% | +5.8% |
| 6M | +28.9% | +8.7% | +20.2% | +22.2% |
| YTD | +54.1% | +14.1% | +40.0% | +41.5% |
| 1Y | +65.5% | +17.8% | +47.7% | +48.9% |
| 3Y | +117.3% | +64.5% | +52.8% | +52.2% |
| 5Y | +71.6% | +77.5% | -5.9% | +13.0% |
| All | +71.6% | +75.8% | -4.2% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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