+52.4%
EFA vs RPRX
+72.5%
-20.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.2% |
| 7D | -2.4% | -8.0% | +5.7% | -0.6% |
| 30D | -2.2% | +2.1% | -4.3% | -2.8% |
| 3M | +5.7% | +8.2% | -2.5% | +3.6% |
| 6M | +8.2% | +28.9% | -20.7% | +1.6% |
| YTD | +11.8% | +54.1% | -42.4% | +0.7% |
| 1Y | +18.3% | +65.5% | -47.2% | +4.5% |
| 3Y | +64.9% | +117.3% | -52.4% | +35.2% |
| 5Y | +52.4% | +71.6% | -19.2% | +35.2% |
| All | +52.4% | +72.5% | -20.1% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling