-30.2%
EL vs RPRX
+126.7%
-156.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -0.4% |
| 7D | +1.7% | -2.8% | +4.5% | +2.6% |
| 30D | +15.5% | +7.2% | +8.3% | +13.3% |
| 3M | +20.6% | +10.9% | +9.7% | +16.7% |
| 6M | +10.5% | +34.6% | -24.1% | +0.7% |
| YTD | -1.9% | +59.0% | -60.8% | -15.3% |
| 1Y | +16.1% | +72.5% | -56.4% | -3.0% |
| 3Y | -30.2% | +124.1% | -154.3% | -47.1% |
| All | -30.2% | +126.7% | -156.9% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling