+64.7%
D vs RPRX
+137.9%
-73.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | +1.5% | +5.1% | -3.7% | +0.4% |
| 30D | -2.6% | +11.2% | -13.8% | -4.7% |
| 3M | 0.0% | +16.7% | -16.7% | -3.2% |
| 6M | +7.4% | +36.0% | -28.6% | +0.4% |
| YTD | +15.9% | +67.8% | -51.9% | +3.0% |
| 1Y | +18.1% | +76.7% | -58.6% | +3.2% |
| All | +64.7% | +137.9% | -73.1% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling