+200.3%
CBOE vs RPRX
+52.7%
+147.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -5.8% | -8.4% | +2.6% | -5.1% |
| 30D | -3.1% | -0.6% | -2.5% | -3.1% |
| 3M | -4.8% | +6.4% | -11.2% | -5.4% |
| 6M | -0.6% | +26.6% | -27.2% | -2.6% |
| YTD | +12.8% | +53.8% | -41.0% | +8.5% |
| 1Y | +19.8% | +62.8% | -43.0% | +14.5% |
| 3Y | +86.9% | +118.0% | -31.1% | +73.3% |
| 5Y | +136.5% | +71.2% | +65.3% | +125.5% |
| All | +200.3% | +52.7% | +147.7% | +185.7% |
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