+417.5%
CAT vs RPRX
+79.2%
+338.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.2% | +5.0% | +6.9% |
| 7D | -2.4% | +3.4% | -5.8% | -2.9% |
| 30D | -25.0% | +20.8% | -45.8% | -27.4% |
| 3M | -28.7% | +21.6% | -50.3% | -31.2% |
| 6M | -33.0% | +36.5% | -69.5% | -36.9% |
| YTD | +5.4% | +80.4% | -75.0% | -5.7% |
| 1Y | +7.3% | +81.8% | -74.5% | -4.2% |
| 3Y | +166.0% | +170.9% | -4.8% | +120.0% |
| 5Y | +210.1% | +95.2% | +114.9% | +173.0% |
| All | +417.5% | +79.2% | +338.3% | +357.0% |
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