-21.8%
AAL vs RPRX
+79.7%
-101.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.0% |
| 7D | +2.9% | +2.1% | +0.9% | +2.2% |
| 30D | +6.5% | +21.9% | -15.4% | -1.1% |
| 3M | -10.9% | +16.9% | -27.8% | -16.0% |
| 6M | +4.9% | +34.5% | -29.6% | -6.9% |
| YTD | -13.2% | +80.9% | -94.1% | -31.3% |
| 1Y | -1.1% | +77.6% | -78.7% | -21.2% |
| 3Y | +12.8% | +173.5% | -160.7% | -24.6% |
| 5Y | -34.4% | +84.9% | -119.3% | -49.3% |
| All | -21.8% | +79.7% | -101.5% | -40.8% |
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