+46.5%
ADP vs RPRX
+77.0%
-30.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.3% | +1.8% | -2.4% |
| 7D | -5.5% | -2.8% | -2.7% | -4.9% |
| 30D | -1.2% | +7.2% | -8.4% | -2.7% |
| 3M | +17.9% | +10.9% | +7.0% | +15.2% |
| 6M | +20.3% | +34.6% | -14.2% | +12.7% |
| YTD | +5.8% | +59.0% | -53.1% | -5.0% |
| 1Y | -7.7% | +72.5% | -80.2% | -19.1% |
| 3Y | +14.7% | +124.1% | -109.4% | -7.2% |
| All | +46.5% | +77.0% | -30.4% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling