-4.2%
TLT vs RPRX
+72.7%
-76.9%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.3% | -4.0% | +3.7% | -0.1% |
| 30D | 0.0% | +4.9% | -5.0% | -0.3% |
| 3M | -2.9% | +9.4% | -12.2% | -3.3% |
| 6M | -6.3% | +33.3% | -39.6% | -7.7% |
| YTD | -3.3% | +59.0% | -62.3% | -5.3% |
| 1Y | -4.2% | +69.2% | -73.4% | -5.9% |
| All | -4.2% | +72.7% | -76.9% | -5.9% |
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