+96.7%
SPYG vs RPRX
+116.7%
-20.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.6% |
| 7D | -1.8% | -8.0% | +6.2% | -1.1% |
| 30D | -1.9% | +2.1% | -4.0% | -2.1% |
| 3M | +5.2% | +8.2% | -3.0% | +4.3% |
| 6M | +15.6% | +28.9% | -13.3% | +12.4% |
| YTD | +12.4% | +54.1% | -41.7% | +7.4% |
| 1Y | +17.5% | +65.5% | -48.1% | +11.4% |
| All | +96.7% | +116.7% | -20.0% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling