-37.9%
EL vs RPRX
+81.2%
-119.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +1.5% | +3.3% | -1.8% | +0.6% |
| 30D | +10.0% | +17.9% | -7.9% | +5.2% |
| 3M | +28.4% | +19.2% | +9.2% | +22.6% |
| 6M | +37.1% | +31.7% | +5.3% | +27.3% |
| YTD | +7.8% | +82.5% | -74.6% | -8.2% |
| 1Y | +26.0% | +78.4% | -52.4% | +8.0% |
| 3Y | +3.8% | +177.0% | -173.1% | -21.4% |
| 5Y | -65.2% | +86.5% | -151.7% | -71.2% |
| All | -37.9% | +81.2% | -119.1% | -48.9% |
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