+141.3%
ACWI vs RPRX
+66.6%
+74.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +0.5% | +5.1% | -4.6% | -0.4% |
| 30D | +0.9% | +11.2% | -10.3% | -1.2% |
| 3M | +2.4% | +16.7% | -14.3% | -0.7% |
| 6M | +12.4% | +36.0% | -23.6% | +5.6% |
| YTD | +15.2% | +67.8% | -52.6% | +3.9% |
| 1Y | +22.7% | +76.7% | -54.0% | +9.3% |
| 3Y | +75.8% | +128.1% | -52.3% | +47.7% |
| 5Y | +67.7% | +82.9% | -15.1% | +48.1% |
| All | +141.3% | +66.6% | +74.7% | +112.6% |
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