+166.9%
SPYM vs RPRX
+52.7%
+114.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -1.0% | -8.4% | +7.3% | +0.6% |
| 30D | -1.3% | -0.6% | -0.7% | -1.3% |
| 3M | +3.6% | +6.4% | -2.8% | +2.1% |
| 6M | +13.3% | +26.6% | -13.3% | +7.8% |
| YTD | +12.4% | +53.8% | -41.3% | +2.8% |
| 1Y | +17.3% | +62.8% | -45.5% | +5.8% |
| 3Y | +76.8% | +118.0% | -41.3% | +48.8% |
| 5Y | +83.6% | +71.2% | +12.4% | +64.2% |
| All | +166.9% | +52.7% | +114.2% | +138.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling