+44.6%
VNQ vs RPRX
+57.8%
-13.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.9% | -4.0% | +3.1% | 0.0% |
| 30D | -2.2% | +4.9% | -7.2% | -3.4% |
| 3M | -1.9% | +9.4% | -11.3% | -4.1% |
| 6M | +3.2% | +33.3% | -30.1% | -3.6% |
| YTD | +9.4% | +59.0% | -49.6% | -2.0% |
| 1Y | +7.5% | +69.2% | -61.7% | -5.3% |
| 3Y | +31.1% | +124.1% | -93.0% | +7.0% |
| 5Y | +6.6% | +77.9% | -71.3% | -7.7% |
| All | +44.6% | +57.8% | -13.3% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling