+116.7%
AXP vs RPRX
+172.9%
-56.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -0.6% | +4.6% | -5.2% | -1.2% |
| 30D | +5.0% | +22.0% | -17.0% | +2.1% |
| 3M | -4.2% | +20.3% | -24.5% | -6.7% |
| 6M | +2.9% | +37.9% | -34.9% | -2.0% |
| YTD | -11.6% | +82.2% | -93.8% | -19.6% |
| 1Y | -11.1% | +83.7% | -94.8% | -19.3% |
| 3Y | +116.7% | +175.4% | -58.7% | +91.1% |
| All | +116.7% | +172.9% | -56.2% | +91.1% |
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