+234.0%
AXP vs RPRX
+66.6%
+167.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.1% | +5.1% | -7.2% | -3.2% |
| 30D | -6.5% | +11.2% | -17.7% | -8.8% |
| 3M | +4.6% | +16.7% | -12.1% | +0.8% |
| 6M | +5.4% | +36.0% | -30.6% | -2.2% |
| YTD | -11.1% | +67.8% | -78.9% | -21.7% |
| 1Y | -0.3% | +76.7% | -77.0% | -13.4% |
| 3Y | +111.6% | +128.1% | -16.5% | +71.5% |
| 5Y | +117.6% | +82.9% | +34.7% | +88.1% |
| All | +234.0% | +66.6% | +167.4% | +182.3% |
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 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