+9.6%
EFX vs RPRX
+66.6%
-57.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.4% |
| 7D | -8.6% | +5.1% | -13.7% | -9.7% |
| 30D | +0.1% | +11.2% | -11.1% | -2.4% |
| 3M | +3.8% | +16.7% | -12.9% | 0.0% |
| 6M | -13.5% | +36.0% | -49.5% | -19.8% |
| YTD | -17.7% | +67.8% | -85.5% | -27.6% |
| 1Y | -25.6% | +76.7% | -102.3% | -35.7% |
| 3Y | -12.1% | +128.1% | -140.2% | -29.6% |
| 5Y | -33.8% | +82.9% | -116.7% | -43.9% |
| All | +9.6% | +66.6% | -57.0% | -7.7% |
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