+610.5%
CCJ vs RPRX
+81.2%
+529.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -0.8% | +3.3% | -4.1% | -1.3% |
| 30D | -13.2% | +17.9% | -31.1% | -15.6% |
| 3M | -27.6% | +19.2% | -46.9% | -29.8% |
| 6M | -38.7% | +31.7% | -70.4% | -41.7% |
| YTD | -22.7% | +82.5% | -105.2% | -30.7% |
| 1Y | -17.6% | +78.4% | -96.0% | -25.8% |
| 3Y | +62.7% | +177.0% | -114.3% | +29.1% |
| 5Y | +159.7% | +86.5% | +73.3% | +132.3% |
| All | +610.5% | +81.2% | +529.3% | +548.1% |
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 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