+88.3%
ESI vs RPRX
+123.5%
-35.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.9% | -4.0% | +7.9% | +4.7% |
| 30D | -3.8% | +4.9% | -8.7% | -4.8% |
| 3M | -13.1% | +9.4% | -22.5% | -15.1% |
| 6M | +11.3% | +33.3% | -22.0% | +3.3% |
| YTD | +44.1% | +59.0% | -14.9% | +28.7% |
| 1Y | +40.3% | +69.2% | -28.9% | +23.4% |
| All | +88.3% | +123.5% | -35.2% | +55.6% |
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