+184.7%
ETR vs RPRX
+81.2%
+103.5%
-25.1%
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 | +1.2% | +3.3% | -2.2% | +0.6% |
| 30D | +7.0% | +17.9% | -10.9% | +4.3% |
| 3M | +4.6% | +19.2% | -14.6% | +1.7% |
| 6M | +0.1% | +31.7% | -31.6% | -4.3% |
| YTD | +23.2% | +82.5% | -59.3% | +11.8% |
| 1Y | +20.6% | +78.4% | -57.9% | +9.8% |
| 3Y | +156.3% | +177.0% | -20.7% | +116.1% |
| 5Y | +159.6% | +86.5% | +73.2% | +130.4% |
| All | +184.7% | +81.2% | +103.5% | +149.7% |
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