+110.1%
EFA vs RPRX
+57.8%
+52.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.7% | +0.4% |
| 7D | +1.2% | -2.8% | +4.0% | +1.7% |
| 30D | -0.7% | +7.2% | -7.9% | -2.0% |
| 3M | +6.4% | +10.9% | -4.5% | +4.2% |
| 6M | +11.4% | +34.6% | -23.2% | +5.1% |
| YTD | +14.0% | +59.0% | -45.0% | +4.2% |
| 1Y | +20.2% | +72.5% | -52.3% | +8.0% |
| 3Y | +68.2% | +124.1% | -55.9% | +42.7% |
| 5Y | +54.8% | +75.9% | -21.1% | +37.9% |
| All | +110.1% | +57.8% | +52.3% | +87.0% |
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 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