+135.5%
SPG vs RPRX
+172.9%
-37.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | +5.6% | +4.6% | +1.0% | +4.5% |
| 30D | +17.6% | +22.0% | -4.4% | +12.5% |
| 3M | +7.5% | +20.3% | -12.8% | +2.9% |
| 6M | +18.5% | +37.9% | -19.4% | +9.7% |
| YTD | +30.9% | +82.2% | -51.3% | +13.6% |
| 1Y | +34.1% | +83.7% | -49.6% | +16.1% |
| 3Y | +135.5% | +175.4% | -39.9% | +79.2% |
| All | +135.5% | +172.9% | -37.4% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling