+503.8%
APP vs RPRX
+84.0%
+419.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.3% | -2.2% |
| 7D | +10.6% | +2.1% | +8.5% | +9.8% |
| 30D | +44.6% | +21.9% | +22.7% | +34.4% |
| 3M | +29.6% | +16.9% | +12.7% | +22.2% |
| 6M | -19.8% | +34.5% | -54.3% | -28.9% |
| YTD | -41.6% | +80.9% | -122.5% | -55.1% |
| 1Y | -32.7% | +77.6% | -110.3% | -47.8% |
| 3Y | +799.0% | +173.5% | +625.5% | +425.3% |
| 5Y | +250.4% | +84.9% | +165.5% | +189.8% |
| All | +503.8% | +84.0% | +419.8% | +383.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling