+211.9%
CBOE vs RPRX
+57.8%
+154.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.8% | -4.0% | +3.2% | -0.4% |
| 30D | +2.7% | +4.9% | -2.3% | +2.2% |
| 3M | +0.7% | +9.4% | -8.6% | -0.2% |
| 6M | -2.0% | +33.3% | -35.3% | -4.5% |
| YTD | +17.1% | +59.0% | -41.8% | +12.4% |
| 1Y | +26.5% | +69.2% | -42.7% | +20.5% |
| 3Y | +96.1% | +124.1% | -28.0% | +81.4% |
| 5Y | +149.3% | +77.9% | +71.4% | +137.0% |
| All | +211.9% | +57.8% | +154.1% | +195.9% |
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