-13.0%
EFX vs RPRX
+123.5%
-136.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -9.4% | -4.0% | -5.4% | -8.6% |
| 30D | -6.9% | +4.9% | -11.8% | -7.8% |
| 3M | +0.1% | +9.4% | -9.2% | -1.8% |
| 6M | -17.3% | +33.3% | -50.6% | -22.4% |
| YTD | -21.8% | +59.0% | -80.8% | -29.7% |
| 1Y | -32.5% | +69.2% | -101.8% | -40.6% |
| All | -13.0% | +123.5% | -136.5% | -29.5% |
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