-46.4%
EL vs RPRX
+53.1%
-99.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.5% |
| 7D | -4.4% | -8.0% | +3.7% | -2.2% |
| 30D | +10.3% | +2.1% | +8.2% | +9.8% |
| 3M | +13.4% | +8.2% | +5.2% | +11.0% |
| 6M | +3.1% | +28.9% | -25.8% | -3.6% |
| YTD | -6.9% | +54.1% | -61.1% | -17.0% |
| 1Y | +11.9% | +65.5% | -53.6% | -2.4% |
| 3Y | -33.8% | +117.3% | -151.1% | -46.7% |
| 5Y | -69.0% | +71.6% | -140.6% | -73.3% |
| All | -46.4% | +53.1% | -99.4% | -53.8% |
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