+52.0%
SPGI vs RPRX
+66.6%
-14.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.1% | +5.1% | -5.0% | -0.9% |
| 30D | +8.4% | +11.2% | -2.8% | +6.0% |
| 3M | +11.8% | +16.7% | -4.9% | +8.1% |
| 6M | +5.7% | +36.0% | -30.3% | -1.2% |
| YTD | -9.7% | +67.8% | -77.5% | -19.5% |
| 1Y | -12.5% | +76.7% | -89.2% | -23.0% |
| 3Y | +21.8% | +128.1% | -106.3% | +0.4% |
| 5Y | +8.2% | +82.9% | -74.7% | -6.0% |
| All | +52.0% | +66.6% | -14.6% | +30.6% |
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