+40.9%
TTWO vs RPRX
+70.9%
-30.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +0.4% | -8.4% | +8.7% | +2.0% |
| 30D | -11.3% | -0.6% | -10.7% | -11.4% |
| 3M | +1.6% | +6.4% | -4.8% | -0.1% |
| 6M | +2.1% | +26.6% | -24.5% | -3.4% |
| YTD | -15.8% | +53.8% | -69.6% | -23.9% |
| 1Y | -12.6% | +62.8% | -75.4% | -22.0% |
| 3Y | +48.2% | +118.0% | -69.8% | +21.9% |
| All | +40.9% | +70.9% | -30.0% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling