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  • RPRX vs VYM✓SelectedUSD · VYMRPRX vs VYM performance historyLatest closeAs of-5.27%09/08
Stock and ETF performance explorer

RPRX vs VYM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+56.1%
VYM return
+138.5%
Excess return
-82.4%
Maximum drawdown
-49.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVYMExcessAlpha
1D-5.3%-0.4%-4.8%-5.0%
7D-2.8%+0.1%-2.9%-2.8%
30D+7.2%-1.3%+8.4%+8.0%
3M+10.9%+4.1%+6.8%+8.3%
6M+34.6%+9.8%+24.8%+27.1%
YTD+59.0%+15.3%+43.6%+45.7%
1Y+72.5%+20.0%+52.5%+54.3%
3Y+124.1%+66.2%+57.8%+60.8%
5Y+75.9%+77.5%-1.6%+21.4%
All+56.1%+138.5%-82.4%-4.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling