+72.5%
EWJ vs RPRX
+116.2%
-43.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +0.3% | -8.4% | +8.6% | +1.2% |
| 30D | +0.8% | -0.6% | +1.4% | +0.8% |
| 3M | +7.5% | +6.4% | +1.1% | +6.6% |
| 6M | +15.6% | +26.6% | -11.0% | +11.6% |
| YTD | +22.7% | +53.8% | -31.0% | +15.8% |
| 1Y | +26.4% | +62.8% | -36.4% | +18.3% |
| 3Y | +72.5% | +118.0% | -45.5% | +56.4% |
| All | +72.5% | +116.2% | -43.6% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling