+303.9%
ET vs RPRX
+81.2%
+222.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +2.5% | +3.3% | -0.8% | +2.0% |
| 30D | -2.5% | +17.9% | -20.4% | -4.9% |
| 3M | -4.9% | +19.2% | -24.1% | -7.5% |
| 6M | -0.1% | +31.7% | -31.8% | -4.5% |
| YTD | +26.2% | +82.5% | -56.2% | +14.2% |
| 1Y | +25.2% | +78.4% | -53.3% | +13.6% |
| 3Y | +84.2% | +177.0% | -92.8% | +53.0% |
| 5Y | +216.1% | +86.5% | +129.6% | +183.9% |
| All | +303.9% | +81.2% | +222.7% | +257.7% |
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