+98.7%
EWZ vs RPRX
+57.8%
+40.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.3% | +7.2% | +2.9% |
| 7D | +5.6% | -2.8% | +8.4% | +6.0% |
| 30D | +9.3% | +7.2% | +2.1% | +7.9% |
| 3M | +15.7% | +10.9% | +4.8% | +13.5% |
| 6M | +7.4% | +34.6% | -27.1% | +1.8% |
| YTD | +22.7% | +59.0% | -36.3% | +13.0% |
| 1Y | +36.4% | +72.5% | -36.1% | +23.6% |
| 3Y | +50.4% | +124.1% | -73.7% | +29.1% |
| 5Y | +67.6% | +75.9% | -8.3% | +48.9% |
| All | +98.7% | +57.8% | +40.9% | +75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling