+5.1%
SPGI vs RPRX
+74.2%
-69.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.3% | +2.1% | -1.9% |
| 7D | -2.5% | -2.8% | +0.3% | -1.8% |
| 30D | +5.4% | +7.2% | -1.7% | +3.5% |
| 3M | +9.0% | +10.9% | -1.8% | +6.0% |
| 6M | +0.8% | +34.6% | -33.8% | -7.1% |
| YTD | -12.6% | +59.0% | -71.5% | -23.2% |
| 1Y | -16.1% | +72.5% | -88.7% | -28.3% |
| 3Y | +19.0% | +124.1% | -105.1% | -6.8% |
| 5Y | +5.1% | +75.9% | -70.9% | -8.9% |
| All | +5.1% | +74.2% | -69.2% | -8.9% |
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