+17.1%
RRX vs RPRX
+77.9%
-60.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -0.7% | -4.0% | +3.3% | +0.5% |
| 30D | -8.0% | +4.9% | -12.9% | -9.5% |
| 3M | -25.1% | +9.4% | -34.4% | -27.6% |
| 6M | -18.3% | +33.3% | -51.6% | -26.4% |
| YTD | +14.2% | +59.0% | -44.8% | -2.8% |
| 1Y | +13.0% | +69.2% | -56.2% | -5.8% |
| 3Y | +4.2% | +124.1% | -119.9% | -21.8% |
| All | +17.1% | +77.9% | -60.7% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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