-1.4%
TLT vs RPRX
+77.4%
-78.9%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -0.4% | +5.1% | -5.5% | -0.6% |
| 30D | -0.6% | +11.2% | -11.8% | -1.0% |
| 3M | -2.7% | +16.7% | -19.4% | -3.2% |
| 6M | -5.6% | +36.0% | -41.6% | -6.7% |
| YTD | -2.8% | +67.8% | -70.6% | -3.9% |
| 1Y | -1.4% | +76.7% | -78.1% | -1.9% |
| All | -1.4% | +77.4% | -78.9% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling