+290.5%
SPG vs RPRX
+66.6%
+223.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.4% | +5.1% | -7.5% | -3.7% |
| 30D | -6.8% | +11.2% | -18.0% | -9.5% |
| 3M | +2.7% | +16.7% | -14.0% | -1.7% |
| 6M | +5.5% | +36.0% | -30.5% | -3.3% |
| YTD | +15.7% | +67.8% | -52.1% | +0.1% |
| 1Y | +20.9% | +76.7% | -55.8% | +2.7% |
| 3Y | +112.4% | +128.1% | -15.7% | +66.0% |
| 5Y | +101.4% | +82.9% | +18.5% | +68.0% |
| All | +290.5% | +66.6% | +223.9% | +224.1% |
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 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