+57.6%
ECL vs RPRX
+126.7%
-69.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.8% | +0.5% |
| 7D | -0.8% | -2.8% | +2.0% | -0.3% |
| 30D | -2.5% | +7.2% | -9.6% | -3.8% |
| 3M | +8.3% | +10.9% | -2.6% | +6.1% |
| 6M | -1.1% | +34.6% | -35.6% | -6.6% |
| YTD | +6.5% | +59.0% | -52.5% | -2.3% |
| 1Y | +2.1% | +72.5% | -70.4% | -8.0% |
| 3Y | +57.6% | +124.1% | -66.5% | +35.2% |
| All | +57.6% | +126.7% | -69.0% | +35.2% |
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 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