+5.3%
D vs RPRX
+79.2%
-73.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | +0.8% | +3.4% | -2.6% | +0.3% |
| 30D | +10.7% | +20.8% | -10.1% | +7.6% |
| 3M | +2.3% | +21.6% | -19.3% | -0.8% |
| 6M | +12.5% | +36.5% | -24.1% | +7.1% |
| YTD | +20.1% | +80.4% | -60.3% | +9.2% |
| 1Y | +15.6% | +81.8% | -66.3% | +5.0% |
| 3Y | +75.2% | +170.9% | -95.7% | +48.4% |
| 5Y | +14.6% | +95.2% | -80.6% | +1.1% |
| All | +5.3% | +79.2% | -73.9% | -7.7% |
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 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