+218.0%
COF vs RPRX
+57.8%
+160.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.7% | -4.0% | +1.3% | -1.7% |
| 30D | -3.4% | +4.9% | -8.3% | -4.5% |
| 3M | +15.4% | +9.4% | +6.1% | +12.8% |
| 6M | +14.4% | +33.3% | -18.9% | +6.4% |
| YTD | -12.0% | +59.0% | -70.9% | -21.8% |
| 1Y | -3.7% | +69.2% | -73.0% | -16.1% |
| 3Y | +121.1% | +124.1% | -3.0% | +77.5% |
| 5Y | +47.8% | +77.9% | -30.0% | +29.2% |
| All | +218.0% | +57.8% | +160.1% | +174.7% |
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 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