+274.2%
EWY vs RPRX
+57.8%
+216.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.8% | +1.5% |
| 7D | +8.0% | -2.8% | +10.8% | +8.5% |
| 30D | +14.3% | +7.2% | +7.2% | +12.9% |
| 3M | +2.3% | +10.9% | -8.6% | +0.1% |
| 6M | +49.9% | +34.6% | +15.3% | +40.9% |
| YTD | +95.3% | +59.0% | +36.4% | +78.0% |
| 1Y | +161.7% | +72.5% | +89.2% | +134.6% |
| 3Y | +230.2% | +124.1% | +106.1% | +180.3% |
| 5Y | +148.1% | +75.9% | +72.2% | +120.7% |
| All | +274.2% | +57.8% | +216.4% | +235.0% |
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