+192.6%
RSG vs RPRX
+57.8%
+134.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | 0.0% | -4.0% | +4.0% | +0.5% |
| 30D | +3.7% | +4.9% | -1.3% | +3.0% |
| 3M | +6.2% | +9.4% | -3.2% | +4.8% |
| 6M | -2.8% | +33.3% | -36.1% | -6.5% |
| YTD | +5.9% | +59.0% | -53.1% | -0.5% |
| 1Y | -1.8% | +69.2% | -71.0% | -8.7% |
| 3Y | +57.5% | +124.1% | -66.6% | +40.0% |
| 5Y | +91.1% | +77.9% | +13.2% | +76.3% |
| All | +192.6% | +57.8% | +134.8% | +167.4% |
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