-37.6%
EL vs RPRX
+82.4%
-120.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +0.3% | +3.6% | -3.4% | -0.7% |
| 30D | +12.3% | +21.2% | -8.9% | +6.6% |
| 3M | +28.4% | +21.6% | +6.8% | +21.9% |
| 6M | +36.7% | +36.7% | 0.0% | +25.7% |
| YTD | +8.4% | +83.7% | -75.3% | -7.9% |
| 1Y | +25.4% | +83.2% | -57.8% | +6.7% |
| 3Y | +3.4% | +177.7% | -174.2% | -21.8% |
| 5Y | -64.8% | +95.8% | -160.6% | -71.0% |
| All | -37.6% | +82.4% | -120.0% | -48.7% |
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 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