-22.9%
AAL vs RPRX
+66.6%
-89.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -3.7% | +5.1% | -8.8% | -5.6% |
| 30D | -20.8% | +11.2% | -32.0% | -24.0% |
| 3M | -1.3% | +16.7% | -18.0% | -7.4% |
| 6M | +5.4% | +36.0% | -30.6% | -6.8% |
| YTD | -14.4% | +67.8% | -82.2% | -30.2% |
| 1Y | +2.1% | +76.7% | -74.6% | -18.7% |
| 3Y | -10.6% | +128.1% | -138.7% | -36.1% |
| 5Y | -32.2% | +82.9% | -115.1% | -46.8% |
| All | -22.9% | +66.6% | -89.5% | -39.9% |
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