-7.7%
AAL vs RPRX
+126.7%
-134.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | +0.3% |
| 7D | -0.3% | -2.8% | +2.5% | +0.7% |
| 30D | -19.0% | +7.2% | -26.2% | -21.3% |
| 3M | -5.1% | +10.9% | -16.0% | -9.4% |
| 6M | +15.5% | +34.6% | -19.1% | +1.3% |
| YTD | -15.8% | +59.0% | -74.7% | -31.1% |
| 1Y | -0.3% | +72.5% | -72.8% | -21.4% |
| 3Y | -7.7% | +124.1% | -131.7% | -37.2% |
| All | -7.7% | +126.7% | -134.3% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling