+50.7%
EW vs RPRX
+82.4%
-31.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +6.5% | +3.6% | +2.9% | +5.6% |
| 30D | +22.5% | +21.2% | +1.3% | +17.1% |
| 3M | +13.0% | +21.6% | -8.7% | +7.8% |
| 6M | +37.1% | +36.7% | +0.4% | +27.1% |
| YTD | +24.1% | +83.7% | -59.6% | +7.1% |
| 1Y | +24.2% | +83.2% | -58.9% | +7.3% |
| 3Y | +64.8% | +177.7% | -112.9% | +26.3% |
| 5Y | -7.4% | +95.8% | -103.2% | -21.7% |
| All | +50.7% | +82.4% | -31.7% | +26.8% |
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