+325.1%
EWT vs RPRX
+57.8%
+267.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | +0.2% |
| 7D | +1.6% | -2.8% | +4.4% | +2.0% |
| 30D | +8.2% | +7.2% | +1.0% | +7.1% |
| 3M | +11.1% | +10.9% | +0.2% | +9.2% |
| 6M | +60.4% | +34.6% | +25.9% | +52.8% |
| YTD | +75.6% | +59.0% | +16.6% | +62.9% |
| 1Y | +91.3% | +72.5% | +18.8% | +75.0% |
| 3Y | +200.3% | +124.1% | +76.2% | +162.2% |
| 5Y | +156.4% | +75.9% | +80.5% | +133.2% |
| All | +325.1% | +57.8% | +267.3% | +287.3% |
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