+0.4%
SPGI vs RPRX
+79.5%
-79.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | +1.2% | +3.3% | -2.1% | +0.7% |
| 30D | +15.9% | +17.9% | -2.0% | +13.3% |
| 3M | +12.3% | +19.2% | -6.9% | +10.1% |
| 6M | +23.7% | +31.7% | -8.0% | +20.4% |
| YTD | -3.5% | +82.5% | -86.0% | -12.0% |
| 1Y | +0.4% | +78.4% | -78.0% | -7.8% |
| All | +0.4% | +79.5% | -79.1% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling