+4.2%
D vs RPRX
+79.7%
-75.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -3.1% | +2.1% | -5.1% | -3.4% |
| 30D | +8.4% | +21.9% | -13.6% | +5.2% |
| 3M | +0.2% | +16.9% | -16.7% | -2.2% |
| 6M | +9.5% | +34.5% | -25.1% | +4.4% |
| YTD | +18.8% | +80.9% | -62.1% | +8.0% |
| 1Y | +14.7% | +77.6% | -62.9% | +4.6% |
| 3Y | +72.9% | +173.5% | -100.6% | +46.3% |
| 5Y | +13.1% | +84.9% | -71.8% | -0.2% |
| All | +4.2% | +79.7% | -75.5% | -8.7% |
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