+111.8%
A vs RPRX
+82.4%
+29.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -0.1% | +3.6% | -3.8% | -1.2% |
| 30D | +3.3% | +21.2% | -17.9% | -2.5% |
| 3M | +18.5% | +21.6% | -3.1% | +11.8% |
| 6M | +59.3% | +36.7% | +22.6% | +44.9% |
| YTD | +31.0% | +83.7% | -52.7% | +9.1% |
| 1Y | +19.3% | +83.2% | -63.9% | -0.6% |
| 3Y | +66.8% | +177.7% | -110.9% | +21.9% |
| 5Y | +15.5% | +95.8% | -80.3% | -6.7% |
| All | +111.8% | +82.4% | +29.4% | +69.3% |
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