+419.5%
ETN vs RPRX
+57.8%
+361.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +6.2% | -4.0% | +10.2% | +6.7% |
| 30D | -6.7% | +4.9% | -11.6% | -7.3% |
| 3M | +3.6% | +9.4% | -5.7% | +2.2% |
| 6M | +18.3% | +33.3% | -15.0% | +13.5% |
| YTD | +31.5% | +59.0% | -27.5% | +23.1% |
| 1Y | +20.6% | +69.2% | -48.7% | +11.8% |
| 3Y | +82.5% | +124.1% | -41.5% | +62.2% |
| 5Y | +177.8% | +77.9% | +99.9% | +156.4% |
| All | +419.5% | +57.8% | +361.7% | +377.0% |
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