+55.2%
CL vs RPRX
+79.2%
-24.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.2% |
| 7D | +0.5% | +3.4% | -2.9% | +0.1% |
| 30D | +11.6% | +20.8% | -9.2% | +9.0% |
| 3M | +5.6% | +21.6% | -16.0% | +3.0% |
| 6M | +13.2% | +36.5% | -23.4% | +8.9% |
| YTD | +26.9% | +80.4% | -53.5% | +18.4% |
| 1Y | +27.3% | +81.8% | -54.5% | +18.7% |
| 3Y | +39.7% | +170.9% | -131.1% | +24.2% |
| 5Y | +41.3% | +95.2% | -53.9% | +29.8% |
| All | +55.2% | +79.2% | -24.0% | +41.5% |
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