+86.5%
SPG vs RPRX
+95.1%
-8.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | +5.6% | +4.6% | +1.0% | +4.0% |
| 30D | +17.6% | +22.0% | -4.4% | +10.2% |
| 3M | +7.5% | +20.3% | -12.8% | +0.9% |
| 6M | +18.5% | +37.9% | -19.4% | +5.9% |
| YTD | +30.9% | +82.2% | -51.3% | +6.1% |
| 1Y | +34.1% | +83.7% | -49.6% | +8.3% |
| 3Y | +135.5% | +175.4% | -39.9% | +58.9% |
| 5Y | +86.5% | +87.7% | -1.2% | +53.2% |
| All | +86.5% | +95.1% | -8.6% | +53.2% |
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 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