+5.0%
D vs RPRX
+82.4%
-77.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -2.4% | +3.6% | -6.0% | -3.0% |
| 30D | +9.0% | +21.2% | -12.2% | +5.8% |
| 3M | +1.0% | +21.6% | -20.7% | -2.1% |
| 6M | +11.0% | +36.7% | -25.7% | +5.6% |
| YTD | +19.8% | +83.7% | -63.9% | +8.7% |
| 1Y | +16.0% | +83.2% | -67.2% | +5.2% |
| 3Y | +74.4% | +177.7% | -103.3% | +47.2% |
| 5Y | +13.5% | +95.8% | -82.2% | -0.1% |
| All | +5.0% | +82.4% | -77.4% | -8.2% |
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