+214.1%
COF vs RPRX
+52.7%
+161.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -5.1% | -8.4% | +3.2% | -3.2% |
| 30D | -6.0% | -0.6% | -5.4% | -5.9% |
| 3M | +14.8% | +6.4% | +8.4% | +12.9% |
| 6M | +15.3% | +26.6% | -11.3% | +8.6% |
| YTD | -13.0% | +53.8% | -66.8% | -22.1% |
| 1Y | -5.7% | +62.8% | -68.5% | -17.0% |
| 3Y | +118.1% | +118.0% | +0.1% | +76.2% |
| 5Y | +46.2% | +71.2% | -25.0% | +28.9% |
| All | +214.1% | +52.7% | +161.4% | +173.5% |
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