-42.3%
EL vs RPRX
+66.6%
-108.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.8% | +2.9% |
| 7D | +0.8% | +5.1% | -4.3% | -0.5% |
| 30D | +19.8% | +11.2% | +8.6% | +16.7% |
| 3M | +25.7% | +16.7% | +9.0% | +20.6% |
| 6M | +5.4% | +36.0% | -30.5% | -2.8% |
| YTD | +0.2% | +67.8% | -67.6% | -12.6% |
| 1Y | +20.4% | +76.7% | -56.3% | +3.3% |
| 3Y | -32.1% | +128.1% | -160.2% | -46.1% |
| 5Y | -67.2% | +82.9% | -150.1% | -72.4% |
| All | -42.3% | +66.6% | -108.9% | -51.4% |
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