+296.4%
ARM vs RPRX
+139.9%
+156.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +5.5% | +5.1% | +0.3% | +5.6% |
| 30D | -8.2% | +11.2% | -19.4% | -7.8% |
| 3M | -35.9% | +16.7% | -52.6% | -35.6% |
| 6M | +103.1% | +36.0% | +67.1% | +102.9% |
| YTD | +130.6% | +67.8% | +62.8% | +135.0% |
| 1Y | +86.1% | +76.7% | +9.4% | +91.4% |
| All | +296.4% | +139.9% | +156.5% | +351.5% |
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 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