-38.9%
TLT vs RPRX
+79.7%
-118.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -2.7% | +2.1% | -4.8% | -2.8% |
| 30D | +2.2% | +21.9% | -19.8% | +1.5% |
| 3M | -1.7% | +16.9% | -18.7% | -2.3% |
| 6M | -4.0% | +34.5% | -38.5% | -4.9% |
| YTD | -4.9% | +80.9% | -85.9% | -6.7% |
| 1Y | -7.4% | +77.6% | -85.0% | -9.1% |
| 3Y | +3.0% | +173.5% | -170.5% | 0.0% |
| 5Y | -35.1% | +84.9% | -120.0% | -36.9% |
| All | -38.9% | +79.7% | -118.6% | -40.6% |
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