+115.9%
RRX vs RPRX
+57.8%
+58.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +1.8% |
| 7D | +4.3% | -2.8% | +7.1% | +5.0% |
| 30D | -8.0% | +7.2% | -15.2% | -9.7% |
| 3M | -22.0% | +10.9% | -32.9% | -24.3% |
| 6M | -11.9% | +34.6% | -46.5% | -18.8% |
| YTD | +17.1% | +59.0% | -41.9% | +3.7% |
| 1Y | +14.9% | +72.5% | -57.6% | -0.5% |
| 3Y | +6.9% | +124.1% | -117.2% | -13.8% |
| 5Y | +19.6% | +75.9% | -56.4% | +3.2% |
| All | +115.9% | +57.8% | +58.1% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling