+4.8%
EFX vs RPRX
+177.1%
-172.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -0.8% | +3.3% | -4.1% | -1.5% |
| 30D | +25.1% | +17.9% | +7.2% | +20.8% |
| 3M | +1.7% | +19.2% | -17.6% | -2.1% |
| 6M | +18.4% | +31.7% | -13.3% | +11.8% |
| YTD | -12.5% | +82.5% | -95.0% | -22.8% |
| 1Y | -8.1% | +78.4% | -86.5% | -18.5% |
| 3Y | +4.8% | +177.0% | -172.2% | -17.0% |
| All | +4.8% | +177.1% | -172.3% | -17.0% |
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 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