+75.6%
ED vs RPRX
+66.6%
+9.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -0.2% | +5.1% | -5.3% | -0.7% |
| 30D | -0.1% | +11.2% | -11.3% | -1.3% |
| 3M | +3.9% | +16.7% | -12.8% | +2.2% |
| 6M | -3.0% | +36.0% | -39.0% | -6.1% |
| YTD | +10.7% | +67.8% | -57.1% | +4.9% |
| 1Y | +13.3% | +76.7% | -63.4% | +6.7% |
| 3Y | +34.5% | +128.1% | -93.6% | +22.5% |
| 5Y | +67.1% | +82.9% | -15.7% | +55.3% |
| All | +75.6% | +66.6% | +9.0% | +61.7% |
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 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