+4.6%
EFX vs RPRX
+52.7%
-48.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -4.5% | -8.4% | +3.8% | -2.6% |
| 30D | -6.1% | -0.6% | -5.4% | -6.0% |
| 3M | +6.2% | +6.4% | -0.2% | +4.6% |
| 6M | -11.2% | +26.6% | -37.8% | -16.3% |
| YTD | -21.4% | +53.8% | -75.2% | -29.5% |
| 1Y | -34.3% | +62.8% | -97.1% | -42.1% |
| 3Y | -12.5% | +118.0% | -130.6% | -29.2% |
| 5Y | -35.6% | +71.2% | -106.8% | -44.4% |
| All | +4.6% | +52.7% | -48.1% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling