-29.4%
EW vs RPRX
+74.2%
-103.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.3% | +1.7% | -2.1% |
| 7D | -4.4% | -2.8% | -1.7% | -3.7% |
| 30D | -3.3% | +7.2% | -10.5% | -5.2% |
| 3M | +1.0% | +10.9% | -9.9% | -2.0% |
| 6M | +6.2% | +34.6% | -28.3% | -2.6% |
| YTD | +1.7% | +59.0% | -57.2% | -11.1% |
| 1Y | +8.1% | +72.5% | -64.4% | -8.3% |
| 3Y | +17.1% | +124.1% | -107.0% | -9.8% |
| 5Y | -29.4% | +75.9% | -105.3% | -39.4% |
| All | -29.4% | +74.2% | -103.6% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling