+94.8%
AUR vs RPRX
+116.2%
-21.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +1.4% | -8.4% | +9.8% | +3.5% |
| 30D | -6.4% | -0.6% | -5.8% | -6.4% |
| 3M | +7.7% | +6.4% | +1.3% | +5.3% |
| 6M | +44.5% | +26.6% | +17.9% | +33.9% |
| YTD | +67.4% | +53.8% | +13.7% | +47.6% |
| 1Y | +15.4% | +62.8% | -47.4% | -0.3% |
| 3Y | +94.8% | +118.0% | -23.2% | +48.1% |
| All | +94.8% | +116.2% | -21.3% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling