+28.0%
EW vs RPRX
+66.6%
-38.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | +5.1% | -5.5% | -1.5% |
| 30D | +1.0% | +11.2% | -10.2% | -1.4% |
| 3M | +2.8% | +16.7% | -13.9% | -1.0% |
| 6M | +5.5% | +36.0% | -30.5% | -2.1% |
| YTD | +5.5% | +67.8% | -62.3% | -7.0% |
| 1Y | +11.0% | +76.7% | -65.7% | -3.6% |
| 3Y | +17.7% | +128.1% | -110.4% | -5.0% |
| 5Y | -25.7% | +82.9% | -108.6% | -36.2% |
| All | +28.0% | +66.6% | -38.6% | +10.1% |
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