+76.8%
SPYM vs RPRX
+123.5%
-46.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.4% | -4.0% | +3.6% | +0.1% |
| 30D | -1.4% | +4.9% | -6.3% | -2.0% |
| 3M | +3.7% | +9.4% | -5.6% | +2.5% |
| 6M | +13.0% | +33.3% | -20.3% | +8.7% |
| YTD | +12.5% | +59.0% | -46.5% | +5.7% |
| 1Y | +18.6% | +69.2% | -50.6% | +10.5% |
| All | +76.8% | +123.5% | -46.7% | +59.6% |
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 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