+281.7%
CORZ vs RPRX
+152.7%
+129.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.2% |
| 7D | -7.8% | +4.6% | -12.4% | -7.8% |
| 30D | -14.8% | +22.0% | -36.8% | -15.3% |
| 3M | -32.5% | +20.3% | -52.7% | -32.8% |
| 6M | -42.7% | +37.9% | -80.6% | -44.0% |
| YTD | -9.8% | +82.2% | -92.0% | -14.3% |
| 1Y | -31.9% | +83.7% | -115.6% | -35.4% |
| All | +281.7% | +152.7% | +129.0% | +259.8% |
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