+9.1%
AON vs RPRX
+72.5%
-63.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.7% |
| 7D | -5.9% | -8.0% | +2.1% | -4.1% |
| 30D | -13.7% | +2.1% | -15.7% | -14.2% |
| 3M | -8.3% | +8.2% | -16.5% | -10.1% |
| 6M | -3.6% | +28.9% | -32.5% | -9.5% |
| YTD | -12.4% | +54.1% | -66.5% | -21.2% |
| 1Y | -14.6% | +65.5% | -80.2% | -24.8% |
| 3Y | -5.7% | +117.3% | -123.0% | -23.3% |
| 5Y | +9.1% | +71.6% | -62.5% | -3.5% |
| All | +9.1% | +72.5% | -63.3% | -3.5% |
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