-35.9%
EFX vs RPRX
+72.5%
-108.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.9% |
| 7D | -11.1% | -8.0% | -3.1% | -8.9% |
| 30D | -7.4% | +2.1% | -9.5% | -8.0% |
| 3M | +1.5% | +8.2% | -6.7% | -1.0% |
| 6M | -13.7% | +28.9% | -42.6% | -20.3% |
| YTD | -21.9% | +54.1% | -76.0% | -32.0% |
| 1Y | -30.8% | +65.5% | -96.3% | -41.4% |
| 3Y | -12.4% | +117.3% | -129.7% | -33.6% |
| 5Y | -35.9% | +71.6% | -107.5% | -46.3% |
| All | -35.9% | +72.5% | -108.4% | -46.3% |
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