-37.0%
EL vs RPRX
+80.9%
-117.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +7.6% | +4.6% | +3.0% | +6.3% |
| 30D | +15.7% | +22.0% | -6.3% | +9.6% |
| 3M | +30.5% | +20.3% | +10.3% | +24.3% |
| 6M | +32.5% | +37.9% | -5.4% | +21.6% |
| YTD | +9.4% | +82.2% | -72.8% | -6.8% |
| 1Y | +28.4% | +83.7% | -55.3% | +9.1% |
| 3Y | +4.4% | +175.4% | -171.0% | -20.8% |
| 5Y | -64.5% | +87.7% | -152.2% | -70.6% |
| All | -37.0% | +80.9% | -117.9% | -48.1% |
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 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